+446.1%
LITE vs CSX
+52.1%
+393.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.3% | -17.4% |
| 7D | -44.6% | -2.7% | -41.9% | -43.6% |
| 30D | -55.0% | +7.0% | -62.0% | -56.9% |
| 3M | -38.3% | -0.3% | -38.0% | -38.5% |
| 6M | -48.8% | +13.5% | -62.3% | -53.0% |
| YTD | +38.3% | +41.5% | -3.2% | +10.7% |
| 1Y | +119.0% | +45.8% | +73.2% | +72.1% |
| 3Y | +1,092.0% | +74.4% | +1,017.6% | +713.3% |
| 5Y | +446.1% | +53.6% | +392.5% | +281.3% |
| All | +446.1% | +52.1% | +393.9% | +281.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling