+644.7%
TSEM vs LH
+28.2%
+616.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +4.7% | -3.2% | +7.9% | +5.1% |
| 30D | -14.2% | +0.1% | -14.4% | -14.3% |
| 3M | -5.0% | +18.6% | -23.7% | -7.2% |
| 6M | +87.6% | +17.9% | +69.6% | +83.4% |
| YTD | +84.4% | +28.9% | +55.5% | +76.8% |
| 1Y | +235.4% | +16.6% | +218.8% | +227.1% |
| 3Y | +668.0% | +63.6% | +604.4% | +606.1% |
| 5Y | +644.7% | +30.0% | +614.7% | +623.5% |
| All | +644.7% | +28.2% | +616.5% | +623.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling