+134.1%
LLY vs CSX
+74.3%
+59.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.3% |
| 7D | -0.7% | -2.7% | +2.0% | -0.1% |
| 30D | +17.9% | +7.0% | +10.9% | +16.4% |
| 3M | +16.8% | -0.3% | +17.1% | +16.8% |
| 6M | +38.4% | +13.5% | +24.9% | +34.8% |
| YTD | +27.6% | +41.5% | -13.9% | +19.0% |
| 1Y | +48.3% | +45.8% | +2.6% | +37.4% |
| All | +134.1% | +74.3% | +59.8% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling