+542.4%
LITE vs NYT
+60.6%
+481.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -13.9% | +8.1% | -22.0% | -15.3% |
| 30D | -46.9% | +9.4% | -56.4% | -47.9% |
| 3M | -28.0% | +12.4% | -40.4% | -30.1% |
| 6M | -35.2% | -8.0% | -27.2% | -34.6% |
| YTD | +58.9% | +5.8% | +53.0% | +51.5% |
| 1Y | +125.3% | +17.4% | +107.9% | +106.4% |
| 3Y | +1,344.4% | +72.4% | +1,272.0% | +1,018.5% |
| All | +542.4% | +60.6% | +481.8% | +373.4% |
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