+146.1%
LITE vs NYT
+14.3%
+131.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -4.2% |
| 7D | +22.6% | +9.0% | +13.6% | +26.1% |
| 30D | -36.8% | +6.8% | -43.6% | -35.5% |
| 3M | -33.0% | +12.1% | -45.2% | -29.1% |
| 6M | -37.1% | -7.7% | -29.3% | -36.7% |
| YTD | +69.5% | +4.2% | +65.3% | +93.0% |
| 1Y | +146.1% | +14.3% | +131.8% | +208.8% |
| All | +146.1% | +14.3% | +131.9% | +208.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling