+414.9%
CSX vs LYV
+521.1%
-106.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +6.0% | +1.8% | +4.1% | +5.4% |
| 30D | +7.8% | +5.7% | +2.1% | +6.2% |
| 3M | +4.1% | -4.1% | +8.2% | +5.2% |
| 6M | +17.9% | +5.9% | +12.0% | +15.6% |
| YTD | +44.9% | +25.2% | +19.7% | +34.8% |
| 1Y | +51.1% | +30.4% | +20.7% | +38.9% |
| 3Y | +78.3% | +103.6% | -25.3% | +41.9% |
| 5Y | +58.1% | +58.9% | -0.8% | +30.2% |
| All | +414.9% | +521.1% | -106.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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