-9.3%
TSEM vs LII
+2,734.1%
-2,743.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.0% | +6.8% | +5.5% |
| 7D | -17.5% | -0.6% | -16.9% | -17.5% |
| 30D | -44.7% | -4.6% | -40.1% | -44.4% |
| 3M | -38.9% | -21.2% | -17.7% | -34.6% |
| 6M | -36.7% | -36.4% | -0.2% | -28.0% |
| YTD | +17.0% | -28.9% | +45.9% | +27.4% |
| 1Y | +62.8% | -29.5% | +92.4% | +77.7% |
| 3Y | +471.3% | -8.6% | +479.9% | +467.1% |
| 5Y | +290.3% | +20.2% | +270.1% | +245.5% |
| 10Y | +790.1% | +166.2% | +623.9% | +503.1% |
| All | -9.3% | +2,734.1% | -2,743.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling