+80.5%
TSEM vs LH
+44.2%
+36.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.9% | -12.7% | -7.9% |
| 7D | -23.1% | +2.1% | -25.2% | -22.6% |
| 30D | -40.4% | +19.2% | -59.5% | -37.6% |
| 3M | -37.9% | +18.0% | -55.9% | -34.9% |
| 6M | -30.8% | +46.1% | -76.9% | -25.6% |
| YTD | +26.7% | +47.7% | -21.0% | +30.1% |
| 1Y | +80.5% | +47.2% | +33.2% | +86.7% |
| All | +80.5% | +44.2% | +36.2% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling