-26.2%
LII vs NYT
+16.5%
-42.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.5% |
| 7D | +7.9% | -3.9% | +11.8% | +7.7% |
| 30D | -0.6% | +4.3% | -4.9% | -0.2% |
| 3M | -19.3% | -11.7% | -7.6% | -20.0% |
| 6M | -29.8% | -14.4% | -15.4% | -29.6% |
| YTD | -25.4% | -3.0% | -22.4% | -24.4% |
| 1Y | -26.2% | +16.5% | -42.7% | -29.5% |
| All | -26.2% | +16.5% | -42.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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