+73.1%
CSX vs LTH
+180.7%
-107.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.0% |
| 7D | +6.0% | -1.3% | +7.2% | +6.2% |
| 30D | +7.8% | +15.7% | -7.9% | +5.2% |
| 3M | +4.1% | +5.0% | -0.9% | +3.1% |
| 6M | +17.9% | +37.7% | -19.8% | +11.5% |
| YTD | +44.9% | +75.0% | -30.1% | +31.1% |
| 1Y | +51.1% | +82.6% | -31.5% | +35.7% |
| 3Y | +78.3% | +241.3% | -163.0% | +42.7% |
| 5Y | +58.1% | +135.4% | -77.3% | +23.1% |
| All | +73.1% | +180.7% | -107.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling