+667.3%
TSEM vs LSCC
+85.6%
+581.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.7% |
| 7D | +10.4% | +5.2% | +5.2% | +8.3% |
| 30D | -12.9% | -9.6% | -3.3% | -9.1% |
| 3M | -9.2% | -17.8% | +8.6% | -0.4% |
| 6M | +98.8% | +37.4% | +61.3% | +84.7% |
| YTD | +87.2% | +59.7% | +27.5% | +65.5% |
| 1Y | +239.0% | +76.2% | +162.7% | +190.6% |
| 3Y | +679.5% | +28.2% | +651.3% | +581.6% |
| 5Y | +667.3% | +87.2% | +580.1% | +425.4% |
| All | +667.3% | +85.6% | +581.6% | +425.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling