+1,402.3%
LITE vs CSX
+440.0%
+962.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.0% | +7.4% |
| 7D | -35.9% | -5.5% | -30.4% | -34.0% |
| 30D | -51.5% | +4.9% | -56.5% | -53.1% |
| 3M | -35.7% | -2.9% | -32.9% | -35.3% |
| 6M | -43.0% | +8.3% | -51.3% | -46.1% |
| YTD | +46.1% | +36.7% | +9.4% | +21.5% |
| 1Y | +124.7% | +41.5% | +83.2% | +83.6% |
| 3Y | +1,172.1% | +68.6% | +1,103.4% | +833.3% |
| 5Y | +477.0% | +48.4% | +428.6% | +345.2% |
| All | +1,402.3% | +440.0% | +962.4% | +835.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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