+1,568.0%
LITE vs NYT
+528.4%
+1,039.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | +22.6% | +9.0% | +13.6% | +19.0% |
| 30D | -36.8% | +6.8% | -43.6% | -38.2% |
| 3M | -33.0% | +12.1% | -45.2% | -36.1% |
| 6M | -37.1% | -7.7% | -29.3% | -36.7% |
| YTD | +69.5% | +4.2% | +65.3% | +59.8% |
| 1Y | +146.1% | +14.3% | +131.8% | +122.5% |
| 3Y | +1,440.8% | +69.8% | +1,371.0% | +1,046.7% |
| 5Y | +580.4% | +57.7% | +522.8% | +407.4% |
| All | +1,568.0% | +528.4% | +1,039.5% | +441.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling