+679.5%
TSEM vs LH
+65.4%
+614.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +10.4% | -0.8% | +11.3% | +10.5% |
| 30D | -12.9% | +2.0% | -14.9% | -13.2% |
| 3M | -9.2% | +24.3% | -33.4% | -12.3% |
| 6M | +98.8% | +21.1% | +77.7% | +93.3% |
| YTD | +87.2% | +30.4% | +56.8% | +77.5% |
| 1Y | +239.0% | +18.4% | +220.6% | +229.1% |
| All | +679.5% | +65.4% | +614.1% | +596.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling