+2,331.0%
LITE vs UNP
+277.2%
+2,053.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | -5.3% | +3.8% | +1.4% |
| 30D | +6.7% | -1.5% | +8.2% | +7.5% |
| 3M | -6.8% | +10.3% | -17.0% | -12.2% |
| 6M | +29.4% | +9.7% | +19.8% | +21.7% |
| YTD | +139.1% | +27.1% | +112.0% | +106.6% |
| 1Y | +521.0% | +32.6% | +488.4% | +420.4% |
| 3Y | +1,535.3% | +40.0% | +1,495.3% | +1,225.6% |
| 5Y | +889.8% | +50.8% | +839.0% | +645.3% |
| All | +2,331.0% | +277.2% | +2,053.8% | +1,032.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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