+69.6%
CSX vs LYV
+95.6%
-26.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -4.2% | +4.3% | +1.0% |
| 30D | -1.5% | -7.2% | +5.7% | 0.0% |
| 3M | +6.0% | +1.5% | +4.4% | +5.4% |
| 6M | +20.6% | +2.7% | +17.8% | +19.3% |
| YTD | +36.5% | +19.4% | +17.2% | +30.3% |
| 1Y | +55.0% | -0.5% | +55.5% | +53.7% |
| 3Y | +70.8% | +110.1% | -39.4% | +43.0% |
| 5Y | +69.6% | +97.6% | -28.0% | +38.5% |
| All | +69.6% | +95.6% | -26.1% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling