+163.0%
LITE vs TEM
+3.5%
+159.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.7% | +1.2% | -3.2% |
| 7D | +10.8% | -5.9% | +16.6% | +12.4% |
| 30D | -33.4% | +4.8% | -38.2% | -33.8% |
| 3M | -32.2% | +31.9% | -64.1% | -37.4% |
| 6M | -42.1% | +56.0% | -98.1% | -49.8% |
| YTD | +61.9% | +21.3% | +40.6% | +36.0% |
| 1Y | +163.0% | +5.4% | +157.6% | +168.8% |
| All | +163.0% | +3.5% | +159.5% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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