+24.1%
LII vs NYT
+39.3%
-15.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | -11.2% | +2.8% | -14.0% | -11.9% |
| 3M | -28.8% | -9.2% | -19.6% | -27.7% |
| 6M | -26.9% | -17.1% | -9.8% | -24.0% |
| YTD | -22.2% | -3.2% | -19.0% | -23.1% |
| 1Y | -32.0% | +15.7% | -47.7% | -36.6% |
| 3Y | -0.4% | +55.7% | -56.2% | -17.8% |
| All | +24.1% | +39.3% | -15.2% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling