+11.3%
TSEM vs LH
+1,036.3%
-1,025.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.2% | +8.1% |
| 7D | +6.9% | -2.5% | +9.3% | +7.3% |
| 30D | +5.3% | +4.3% | +1.0% | +4.5% |
| 3M | -14.9% | +25.5% | -40.4% | -18.5% |
| 6M | +80.0% | +17.0% | +63.1% | +74.6% |
| YTD | +89.4% | +31.3% | +58.1% | +79.7% |
| 1Y | +253.1% | +20.0% | +233.1% | +239.8% |
| 3Y | +642.1% | +63.9% | +578.3% | +574.2% |
| 5Y | +659.1% | +30.9% | +628.2% | +609.4% |
| 10Y | +1,291.4% | +191.4% | +1,100.0% | +1,031.6% |
| All | +11.3% | +1,036.3% | -1,025.0% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling