+9,339.3%
UNP vs LSCC
+9,784.2%
-445.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -3.5% |
| 7D | -4.6% | +13.0% | -17.5% | -6.2% |
| 30D | +5.6% | -19.8% | +25.5% | +8.0% |
| 3M | -1.3% | -18.4% | +17.1% | +0.4% |
| 6M | +9.2% | -16.1% | +25.4% | +9.6% |
| YTD | +27.3% | +42.7% | -15.4% | +18.4% |
| 1Y | +35.9% | +68.0% | -32.1% | +23.5% |
| 3Y | +45.5% | +85.8% | -40.4% | +26.2% |
| 5Y | +36.0% | +28.0% | +7.9% | +19.6% |
| 10Y | +307.2% | +1,255.1% | -947.9% | +155.9% |
| All | +9,339.3% | +9,784.2% | -445.0% | +3,610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling