+1,039.1%
LITE vs TEM
+90.1%
+949.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +3.8% |
| 7D | -35.9% | +5.3% | -41.2% | -36.8% |
| 30D | -51.5% | +8.1% | -59.6% | -52.4% |
| 3M | -35.7% | +64.9% | -100.6% | -44.7% |
| 6M | -43.0% | +42.1% | -85.1% | -49.4% |
| YTD | +46.1% | +28.8% | +17.3% | +30.0% |
| 1Y | +124.7% | +5.5% | +119.2% | +111.5% |
| All | +1,039.1% | +90.1% | +949.0% | +734.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling