+1,259.9%
TSEM vs LH
+179.1%
+1,080.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | -2.5% |
| 7D | +0.9% | -7.4% | +8.3% | +3.5% |
| 30D | -16.6% | -4.6% | -12.0% | -15.4% |
| 3M | -10.9% | +14.5% | -25.4% | -15.5% |
| 6M | +78.0% | +14.8% | +63.2% | +68.2% |
| YTD | +77.2% | +23.3% | +53.9% | +62.4% |
| 1Y | +207.6% | +13.6% | +194.0% | +189.6% |
| 3Y | +637.8% | +56.3% | +581.5% | +507.7% |
| 5Y | +617.0% | +25.2% | +591.8% | +531.9% |
| All | +1,259.9% | +179.1% | +1,080.8% | +729.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling