-38.5%
LITE vs TEM
+60.9%
-99.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.0% | +11.0% |
| 7D | +3.4% | +5.1% | -1.7% | +2.5% |
| 30D | -34.9% | +16.8% | -51.7% | -36.6% |
| 3M | -21.0% | +42.6% | -63.7% | -27.0% |
| 6M | -38.5% | +63.9% | -102.4% | -47.1% |
| All | -38.5% | +60.9% | -99.3% | -47.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling