+63.3%
CSX vs LTH
+184.4%
-121.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.2% |
| 7D | -5.5% | +4.5% | -10.0% | -6.2% |
| 30D | +4.9% | +16.3% | -11.4% | +2.4% |
| 3M | -2.9% | +8.4% | -11.2% | -4.2% |
| 6M | +8.3% | +40.3% | -31.9% | +2.2% |
| YTD | +36.7% | +77.3% | -40.5% | +23.5% |
| 1Y | +41.5% | +88.0% | -46.5% | +26.5% |
| 3Y | +68.6% | +274.3% | -205.6% | +32.9% |
| 5Y | +48.4% | +142.9% | -94.4% | +15.7% |
| All | +63.3% | +184.4% | -121.0% | +28.5% |
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