+1,402.3%
LITE vs UNP
+301.6%
+1,100.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +7.0% |
| 7D | -35.9% | -4.6% | -31.4% | -34.4% |
| 30D | -51.5% | +5.6% | -57.2% | -53.1% |
| 3M | -35.7% | -1.3% | -34.4% | -35.7% |
| 6M | -43.0% | +9.2% | -52.2% | -46.5% |
| YTD | +46.1% | +27.3% | +18.8% | +25.3% |
| 1Y | +124.7% | +35.9% | +88.8% | +85.5% |
| 3Y | +1,172.1% | +45.5% | +1,126.6% | +901.4% |
| 5Y | +477.0% | +36.0% | +441.0% | +360.9% |
| All | +1,402.3% | +301.6% | +1,100.8% | +749.2% |
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