+476.5%
TSEM vs LII
-8.2%
+484.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.3% |
| 7D | +7.0% | +2.9% | +4.0% | +5.9% |
| 30D | -29.8% | +0.9% | -30.7% | -30.8% |
| 3M | -41.9% | -15.5% | -26.4% | -38.5% |
| 6M | -45.8% | -30.2% | -15.5% | -38.7% |
| YTD | +25.1% | -26.8% | +51.9% | +36.8% |
| 1Y | +48.2% | -25.3% | +73.5% | +60.7% |
| 3Y | +476.5% | -7.8% | +484.2% | +441.1% |
| All | +476.5% | -8.2% | +484.6% | +441.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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