+42.8%
LRCX vs CSX
+48.0%
-5.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.6% |
| 7D | -12.8% | +0.1% | -12.9% | -12.8% |
| 30D | -36.0% | +9.7% | -45.7% | -38.0% |
| 3M | -30.2% | +2.3% | -32.5% | -29.8% |
| 6M | -14.2% | +17.1% | -31.3% | -20.5% |
| YTD | +29.7% | +44.9% | -15.2% | +9.0% |
| 1Y | +42.8% | +47.1% | -4.3% | +18.7% |
| All | +42.8% | +48.0% | -5.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling