+131.9%
LITE vs UNP
+36.7%
+95.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | -13.9% | -0.9% | -13.0% | -13.9% |
| 30D | -46.9% | +8.0% | -54.9% | -46.2% |
| 3M | -28.0% | +3.3% | -31.4% | -27.0% |
| 6M | -35.2% | +14.7% | -49.9% | -34.2% |
| YTD | +58.9% | +31.9% | +26.9% | +69.3% |
| All | +131.9% | +36.7% | +95.2% | +145.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling