+97.3%
TEM vs LII
-32.6%
+129.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +5.1% | -2.3% | +7.3% | +6.4% |
| 30D | +16.8% | -1.7% | +18.5% | +16.7% |
| 3M | +42.6% | -18.3% | +60.9% | +57.6% |
| 6M | +63.9% | -32.3% | +96.2% | +96.1% |
| YTD | +34.5% | -27.1% | +61.6% | +46.7% |
| 1Y | +11.0% | -27.2% | +38.2% | +21.0% |
| All | +97.3% | -32.6% | +129.9% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling