-2.5%
LII vs NYT
+55.5%
-58.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -13.5% | +4.5% | -18.0% | -14.0% |
| 3M | -26.0% | -8.5% | -17.5% | -25.5% |
| 6M | -26.8% | -15.1% | -11.8% | -25.3% |
| YTD | -22.9% | -3.3% | -19.6% | -23.8% |
| 1Y | -32.6% | +17.0% | -49.6% | -36.7% |
| All | -2.5% | +55.5% | -58.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling