+2,898.2%
LITE vs CSX
+473.8%
+2,424.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.3% | -17.5% |
| 7D | -44.6% | -2.7% | -41.9% | -43.7% |
| 30D | -55.0% | +7.0% | -62.0% | -56.7% |
| 3M | -38.3% | -0.3% | -38.0% | -38.6% |
| 6M | -48.8% | +13.5% | -62.3% | -52.5% |
| YTD | +38.3% | +41.5% | -3.2% | +14.6% |
| 1Y | +119.0% | +45.8% | +73.2% | +78.8% |
| 3Y | +1,092.0% | +74.4% | +1,017.6% | +779.9% |
| 5Y | +446.1% | +53.6% | +392.5% | +322.6% |
| 10Y | +1,381.7% | +465.6% | +916.1% | +633.6% |
| All | +2,898.2% | +473.8% | +2,424.5% | +1,265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling