+53.6%
CSX vs LTH
+155.3%
-101.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -2.7% | +5.3% | -8.0% | -3.6% |
| 30D | +7.0% | +18.3% | -11.2% | +4.0% |
| 3M | -0.3% | +5.4% | -5.7% | -1.3% |
| 6M | +13.5% | +62.5% | -49.0% | +4.2% |
| YTD | +41.5% | +79.6% | -38.1% | +27.1% |
| 1Y | +45.8% | +88.1% | -42.4% | +29.9% |
| 3Y | +74.4% | +272.5% | -198.1% | +36.5% |
| 5Y | +53.6% | +146.1% | -92.5% | +18.5% |
| All | +53.6% | +155.3% | -101.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling