+2,006.3%
LLY vs CSX
+436.1%
+1,570.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.6% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | +19.7% | +6.8% | +12.9% | +17.9% |
| 3M | +19.3% | +0.7% | +18.6% | +19.0% |
| 6M | +49.3% | +13.3% | +36.1% | +44.6% |
| YTD | +32.0% | +40.5% | -8.5% | +21.2% |
| 1Y | +53.7% | +44.7% | +9.0% | +40.1% |
| 3Y | +143.7% | +74.5% | +69.3% | +109.6% |
| 5Y | +463.9% | +52.0% | +411.9% | +395.8% |
| 10Y | +2,006.3% | +412.6% | +1,593.7% | +1,430.3% |
| All | +2,006.3% | +436.1% | +1,570.3% | +1,430.3% |
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