+42.6%
UNP vs LSCC
+57.8%
-15.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +3.6% | +3.0% | +0.6% | +3.6% |
| 30D | +11.4% | -19.3% | +30.6% | +11.9% |
| 3M | +4.6% | -22.3% | +26.9% | +5.2% |
| 6M | +18.3% | -14.6% | +32.9% | +17.4% |
| YTD | +35.4% | +45.8% | -10.4% | +27.8% |
| 1Y | +42.6% | +69.6% | -27.0% | +30.4% |
| All | +42.6% | +57.8% | -15.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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