+663.0%
TSEM vs LII
+25.3%
+637.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.2% | +6.7% | +7.5% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +5.3% | -12.6% | +17.9% | +9.8% |
| 3M | -14.9% | -24.4% | +9.5% | -7.6% |
| 6M | +80.0% | -28.7% | +108.7% | +98.3% |
| YTD | +89.4% | -19.1% | +108.5% | +99.7% |
| 1Y | +253.1% | -29.7% | +282.8% | +287.3% |
| 3Y | +642.1% | +4.8% | +637.3% | +635.4% |
| All | +663.0% | +25.3% | +637.7% | +635.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling