+2,611.3%
LRCX vs CSX
+419.3%
+2,192.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | +26.2% | +3.1% | +23.1% | +23.7% |
| 30D | -22.4% | +9.7% | -32.1% | -27.5% |
| 3M | -28.2% | +4.9% | -33.2% | -31.2% |
| 6M | -19.0% | +18.4% | -37.4% | -28.6% |
| YTD | +37.0% | +45.9% | -8.9% | +4.8% |
| 1Y | +45.5% | +50.0% | -4.5% | +9.3% |
| 3Y | +249.7% | +78.0% | +171.7% | +128.2% |
| 5Y | +293.9% | +59.2% | +234.7% | +176.5% |
| All | +2,611.3% | +419.3% | +2,192.0% | +1,210.2% |
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 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