+88.9%
TEM vs LII
-34.3%
+123.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +9.9% | +9.0% |
| 7D | +5.3% | -0.6% | +5.9% | +5.6% |
| 30D | +8.1% | -4.6% | +12.7% | +9.5% |
| 3M | +64.9% | -21.2% | +86.1% | +85.3% |
| 6M | +42.1% | -36.4% | +78.6% | +76.8% |
| YTD | +28.8% | -28.9% | +57.7% | +42.2% |
| 1Y | +5.5% | -29.5% | +35.0% | +17.2% |
| All | +88.9% | -34.3% | +123.2% | +130.9% |
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