-45.8%
TSEM vs LH
+45.6%
-91.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -7.2% |
| 7D | +7.0% | +1.1% | +5.9% | +7.4% |
| 30D | -29.8% | +16.7% | -46.5% | -21.5% |
| 3M | -41.9% | +15.1% | -57.0% | -35.5% |
| 6M | -45.8% | +46.3% | -92.1% | -6.8% |
| All | -45.8% | +45.6% | -91.3% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling