+72.2%
CSX vs LSCC
+20.0%
+52.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | -3.1% | -9.7% | +6.6% | -1.9% |
| 3M | +7.2% | -23.7% | +30.9% | +10.0% |
| 6M | +16.2% | +26.5% | -10.3% | +10.6% |
| YTD | +37.5% | +57.5% | -20.0% | +26.5% |
| 1Y | +53.2% | +75.7% | -22.5% | +38.2% |
| All | +72.2% | +20.0% | +52.2% | +54.0% |
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