+1,316.2%
TSEM vs LSCC
+1,763.3%
-447.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.9% | +7.0% |
| 7D | +6.9% | +1.3% | +5.6% | +6.4% |
| 30D | +5.3% | -9.7% | +15.0% | +10.1% |
| 3M | -14.9% | -23.7% | +8.8% | -3.6% |
| 6M | +80.0% | +26.5% | +53.5% | +70.0% |
| YTD | +89.4% | +57.5% | +31.8% | +64.4% |
| 1Y | +253.1% | +75.7% | +177.4% | +194.5% |
| 3Y | +642.1% | +19.5% | +622.7% | +553.8% |
| 5Y | +659.1% | +83.8% | +575.3% | +419.0% |
| All | +1,316.2% | +1,763.3% | -447.2% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling