+1,563.7%
LITE vs CSX
+68.2%
+1,495.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.4% |
| 7D | -1.5% | -3.4% | +1.8% | +0.7% |
| 30D | +6.7% | -3.1% | +9.7% | +8.9% |
| 3M | -6.8% | +7.2% | -13.9% | -11.2% |
| 6M | +29.4% | +16.2% | +13.3% | +16.0% |
| YTD | +139.1% | +37.5% | +101.5% | +91.5% |
| 1Y | +521.0% | +53.2% | +467.8% | +354.4% |
| All | +1,563.7% | +68.2% | +1,495.5% | +882.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling