+487.4%
CSX vs LYV
+564.6%
-77.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | -1.9% | +1.0% | -0.4% |
| 30D | -2.0% | -8.2% | +6.2% | +0.3% |
| 3M | +3.6% | -1.3% | +4.9% | +3.7% |
| 6M | +22.0% | +2.6% | +19.4% | +20.4% |
| YTD | +36.3% | +19.4% | +16.9% | +28.5% |
| 1Y | +50.9% | -2.2% | +53.2% | +50.1% |
| 3Y | +69.2% | +106.0% | -36.9% | +34.0% |
| 5Y | +69.2% | +97.7% | -28.4% | +28.9% |
| All | +487.4% | +564.6% | -77.2% | +212.1% |
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