+1,172.1%
LITE vs UNP
+46.2%
+1,125.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.6% |
| 7D | -35.9% | -4.6% | -31.4% | -34.8% |
| 30D | -51.5% | +5.6% | -57.2% | -52.6% |
| 3M | -35.7% | -1.3% | -34.4% | -35.5% |
| 6M | -43.0% | +9.2% | -52.2% | -45.8% |
| YTD | +46.1% | +27.3% | +18.8% | +27.2% |
| 1Y | +124.7% | +35.9% | +88.8% | +87.3% |
| 3Y | +1,172.1% | +45.5% | +1,126.6% | +761.5% |
| All | +1,172.1% | +46.2% | +1,125.8% | +761.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling