+3,172.1%
CSX vs LVS
+69.2%
+3,102.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | -3.1% | -3.2% | +0.1% | -2.5% |
| 3M | +7.2% | -12.0% | +19.1% | +9.7% |
| 6M | +16.2% | -19.9% | +36.1% | +20.8% |
| YTD | +37.5% | -30.6% | +68.2% | +46.8% |
| 1Y | +53.2% | -17.7% | +71.0% | +57.1% |
| 3Y | +68.2% | -14.2% | +82.5% | +67.9% |
| 5Y | +65.2% | +9.6% | +55.6% | +50.4% |
| 10Y | +504.1% | +5.7% | +498.5% | +439.4% |
| All | +3,172.1% | +69.2% | +3,102.9% | +2,141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling