+284.1%
UNP vs LSCC
+1,333.6%
-1,049.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -0.9% | +5.0% | -6.0% | -1.8% |
| 30D | +8.0% | -11.7% | +19.7% | +9.4% |
| 3M | +3.3% | -13.3% | +16.6% | +4.6% |
| 6M | +14.7% | -12.5% | +27.2% | +14.3% |
| YTD | +31.9% | +51.2% | -19.3% | +18.2% |
| 1Y | +37.1% | +65.9% | -28.8% | +20.6% |
| 3Y | +51.9% | +95.3% | -43.5% | +23.3% |
| 5Y | +39.3% | +38.6% | +0.7% | +14.1% |
| 10Y | +284.1% | +1,352.3% | -1,068.3% | +84.6% |
| All | +284.1% | +1,333.6% | -1,049.5% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling