+334.2%
TSEM vs LSCC
+47.5%
+286.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.4% | -2.7% | +3.2% |
| 7D | +6.8% | +14.5% | -7.7% | +1.2% |
| 30D | -26.6% | -0.1% | -26.6% | -26.4% |
| 3M | -36.3% | -2.7% | -33.7% | -35.1% |
| 6M | -30.6% | -4.8% | -25.8% | -27.2% |
| YTD | +35.3% | +66.9% | -31.6% | +18.6% |
| 1Y | +59.2% | +85.8% | -26.6% | +35.2% |
| 3Y | +547.7% | +115.6% | +432.1% | +397.7% |
| All | +334.2% | +47.5% | +286.6% | +249.7% |
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