+1,493.1%
LITE vs UNP
+286.3%
+1,206.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | +10.8% | +4.2% | +6.5% | +8.5% |
| 30D | -33.4% | +5.6% | -39.0% | -35.4% |
| 3M | -32.2% | +2.0% | -34.3% | -33.3% |
| 6M | -42.1% | +15.4% | -57.5% | -47.2% |
| YTD | +61.9% | +32.7% | +29.1% | +35.7% |
| 1Y | +163.0% | +39.4% | +123.6% | +114.0% |
| 3Y | +1,358.0% | +54.3% | +1,303.7% | +1,009.8% |
| 5Y | +549.9% | +39.6% | +510.3% | +411.8% |
| All | +1,493.1% | +286.3% | +1,206.8% | +659.7% |
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