+1,493.1%
LITE vs NYT
+540.3%
+952.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.2% |
| 7D | +10.8% | +6.5% | +4.3% | +8.4% |
| 30D | -33.4% | +8.4% | -41.9% | -35.3% |
| 3M | -32.2% | +13.9% | -46.2% | -35.7% |
| 6M | -42.1% | -4.8% | -37.3% | -42.5% |
| YTD | +61.9% | +6.2% | +55.7% | +51.5% |
| 1Y | +163.0% | +14.3% | +148.7% | +138.3% |
| 3Y | +1,358.0% | +73.6% | +1,284.4% | +975.7% |
| 5Y | +549.9% | +60.6% | +489.3% | +381.2% |
| All | +1,493.1% | +540.3% | +952.8% | +413.6% |
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