+253.1%
TSEM vs LH
+20.0%
+233.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.2% | +7.5% |
| 7D | +6.9% | -2.5% | +9.3% | +6.2% |
| 30D | +5.3% | +4.3% | +1.0% | +6.5% |
| 3M | -14.9% | +25.5% | -40.4% | -10.0% |
| 6M | +80.0% | +17.0% | +63.1% | +91.2% |
| YTD | +89.4% | +31.3% | +58.1% | +98.8% |
| 1Y | +253.1% | +20.0% | +233.1% | +269.7% |
| All | +253.1% | +20.0% | +233.1% | +269.7% |
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