+2,382.0%
LITE vs NYT
+489.9%
+1,892.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -0.6% | +4.6% | -5.2% | -2.3% |
| 3M | +4.2% | -9.6% | +13.8% | +6.1% |
| 6M | +38.0% | -14.0% | +52.0% | +42.1% |
| YTD | +151.5% | -2.8% | +154.3% | +144.2% |
| 1Y | +462.2% | +15.6% | +446.7% | +404.0% |
| 3Y | +1,810.6% | +56.3% | +1,754.3% | +1,370.0% |
| 5Y | +980.2% | +39.5% | +940.7% | +743.6% |
| All | +2,382.0% | +489.9% | +1,892.1% | +750.5% |
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 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