+1,014.7%
LITE vs NYT
+38.5%
+976.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | +13.6% | -1.6% | +15.2% | +14.0% |
| 30D | +21.6% | +2.8% | +18.8% | +20.8% |
| 3M | +20.3% | -9.2% | +29.6% | +21.6% |
| 6M | +54.4% | -17.1% | +71.5% | +59.6% |
| YTD | +168.3% | -3.2% | +171.6% | +161.9% |
| 1Y | +551.8% | +15.7% | +536.1% | +494.0% |
| 3Y | +1,891.5% | +55.7% | +1,835.8% | +1,498.0% |
| 5Y | +1,014.7% | +39.4% | +975.4% | +747.6% |
| All | +1,014.7% | +38.5% | +976.2% | +747.6% |
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 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