+1,160.9%
LITE vs TEM
+111.1%
+1,049.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.0% | -0.3% | +8.1% |
| 7D | -12.9% | +7.6% | -20.5% | -14.0% |
| 30D | -46.0% | +19.0% | -65.0% | -48.1% |
| 3M | -33.0% | +62.2% | -95.3% | -41.9% |
| 6M | -34.0% | +69.4% | -103.4% | -43.8% |
| YTD | +61.7% | +43.0% | +18.7% | +40.6% |
| 1Y | +148.3% | +18.0% | +130.3% | +127.8% |
| All | +1,160.9% | +111.1% | +1,049.8% | +801.7% |
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