+786.5%
TSEM vs LH
+261.9%
+524.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.8% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -29.8% | +16.7% | -46.5% | -33.2% |
| 3M | -41.9% | +15.1% | -57.0% | -44.7% |
| 6M | -45.8% | +46.3% | -92.1% | -52.9% |
| YTD | +25.1% | +48.8% | -23.7% | +7.5% |
| 1Y | +48.2% | +39.7% | +8.5% | +30.4% |
| 3Y | +476.5% | +87.0% | +389.4% | +346.7% |
| 5Y | +301.4% | +53.0% | +248.4% | +230.2% |
| All | +786.5% | +261.9% | +524.6% | +379.0% |
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