+1,533.3%
LITE vs UNP
+321.0%
+1,212.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.5% |
| 7D | -12.9% | -3.3% | -9.6% | -11.2% |
| 30D | -46.0% | +6.7% | -52.7% | -47.9% |
| 3M | -33.0% | +1.8% | -34.8% | -34.0% |
| 6M | -34.0% | +13.3% | -47.4% | -39.3% |
| YTD | +61.7% | +30.3% | +31.4% | +37.1% |
| 1Y | +148.3% | +36.9% | +111.4% | +104.5% |
| 3Y | +1,408.5% | +50.9% | +1,357.6% | +1,064.5% |
| 5Y | +546.2% | +37.9% | +508.2% | +413.0% |
| 10Y | +1,533.3% | +293.8% | +1,239.5% | +821.8% |
| All | +1,533.3% | +321.0% | +1,212.3% | +821.8% |
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