+2,043.2%
LLY vs CSX
+440.0%
+1,603.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -4.5% | -5.5% | +1.0% | -3.2% |
| 30D | +13.9% | +4.9% | +9.0% | +12.6% |
| 3M | +13.8% | -2.9% | +16.6% | +14.4% |
| 6M | +37.6% | +8.3% | +29.3% | +34.6% |
| YTD | +26.6% | +36.7% | -10.1% | +16.9% |
| 1Y | +45.3% | +41.5% | +3.8% | +33.0% |
| 3Y | +132.2% | +68.6% | +63.6% | +100.9% |
| 5Y | +434.7% | +48.4% | +386.2% | +371.8% |
| All | +2,043.2% | +440.0% | +1,603.2% | +1,290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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