+427.3%
CSX vs LVS
-13.2%
+440.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -5.5% | +11.1% | -16.6% | -8.1% |
| 30D | +4.9% | +14.7% | -9.7% | +1.2% |
| 3M | -2.9% | -10.9% | +8.1% | -0.2% |
| 6M | +8.3% | -22.3% | +30.7% | +15.0% |
| YTD | +36.7% | -35.8% | +72.5% | +51.3% |
| 1Y | +41.5% | -33.5% | +75.0% | +54.9% |
| 3Y | +68.6% | -11.7% | +80.3% | +65.3% |
| 5Y | +48.4% | +2.6% | +45.8% | +31.3% |
| All | +427.3% | -13.2% | +440.5% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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