+52.2%
UNP vs LSCC
+82.7%
-30.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -5.3% | +1.3% | -6.7% | -5.5% |
| 30D | -1.5% | -9.7% | +8.1% | -0.5% |
| 3M | +10.3% | -23.7% | +34.0% | +12.9% |
| 6M | +9.7% | +26.5% | -16.8% | +4.4% |
| YTD | +27.1% | +57.5% | -30.4% | +16.9% |
| 1Y | +32.6% | +75.7% | -43.1% | +19.5% |
| 3Y | +40.0% | +19.5% | +20.5% | +27.6% |
| All | +52.2% | +82.7% | -30.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling