+64.3%
CSX vs LTH
+160.9%
-96.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.4% | -0.6% | -2.7% | -3.3% |
| 30D | -3.1% | -4.6% | +1.5% | -2.4% |
| 3M | +7.2% | +32.8% | -25.6% | +2.2% |
| 6M | +16.2% | +64.6% | -48.5% | +6.4% |
| YTD | +37.5% | +62.6% | -25.1% | +26.0% |
| 1Y | +53.2% | +49.9% | +3.3% | +42.1% |
| 3Y | +68.2% | +151.3% | -83.1% | +40.8% |
| All | +64.3% | +160.9% | -96.6% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling