+3,152.9%
CSX vs LVS
+56.6%
+3,096.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -5.5% | +11.1% | -16.6% | -7.5% |
| 30D | +4.9% | +14.7% | -9.7% | +2.0% |
| 3M | -2.9% | -10.9% | +8.1% | -0.8% |
| 6M | +8.3% | -22.3% | +30.7% | +13.5% |
| YTD | +36.7% | -35.8% | +72.5% | +48.0% |
| 1Y | +41.5% | -33.5% | +75.0% | +51.9% |
| 3Y | +68.6% | -11.7% | +80.3% | +67.2% |
| 5Y | +48.4% | +2.6% | +45.8% | +37.4% |
| 10Y | +446.6% | -11.9% | +458.4% | +404.9% |
| All | +3,152.9% | +56.6% | +3,096.3% | +2,159.8% |
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 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