+74.5%
CSX vs LSCC
+69.3%
+5.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.3% | -1.4% |
| 7D | -2.7% | -4.8% | +2.1% | -2.3% |
| 30D | +7.0% | -27.1% | +34.1% | +10.7% |
| 3M | -0.3% | -23.6% | +23.3% | +2.3% |
| 6M | +13.5% | -19.8% | +33.4% | +14.3% |
| YTD | +41.5% | +33.2% | +8.3% | +31.1% |
| 1Y | +45.8% | +55.2% | -9.5% | +31.9% |
| All | +74.5% | +69.3% | +5.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling