+42.1%
TEM vs LII
-36.0%
+78.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +9.9% | +8.4% |
| 7D | +5.3% | -0.6% | +5.9% | +5.5% |
| 30D | +8.1% | -4.6% | +12.7% | +8.3% |
| 3M | +64.9% | -21.2% | +86.1% | +74.0% |
| 6M | +42.1% | -36.4% | +78.6% | +53.0% |
| All | +42.1% | -36.0% | +78.1% | +53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling