+372.0%
LLY vs CSX
+65.9%
+306.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.1% | -3.4% | +1.2% | -1.4% |
| 30D | -1.6% | -3.1% | +1.5% | -0.9% |
| 3M | +2.3% | +7.2% | -4.9% | +0.6% |
| 6M | +14.9% | +16.2% | -1.3% | +10.7% |
| YTD | +7.5% | +37.5% | -30.1% | -0.5% |
| 1Y | +55.7% | +53.2% | +2.5% | +40.2% |
| 3Y | +110.6% | +68.2% | +42.4% | +82.0% |
| All | +372.0% | +65.9% | +306.2% | +304.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling