+293.8%
UNP vs LSCC
+1,398.6%
-1,104.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.1% | +1.1% |
| 7D | -3.3% | +19.3% | -22.6% | -6.0% |
| 30D | +6.7% | -9.6% | +16.4% | +7.7% |
| 3M | +1.8% | -12.4% | +14.2% | +2.9% |
| 6M | +13.3% | -10.5% | +23.8% | +12.5% |
| YTD | +30.3% | +54.8% | -24.4% | +16.4% |
| 1Y | +36.9% | +79.4% | -42.5% | +18.9% |
| 3Y | +50.9% | +109.6% | -58.7% | +21.1% |
| 5Y | +37.9% | +40.4% | -2.4% | +12.8% |
| 10Y | +293.8% | +1,379.1% | -1,085.3% | +88.9% |
| All | +293.8% | +1,398.6% | -1,104.8% | +88.9% |
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