-31.2%
TSEM vs LSCC
+2,445.9%
-2,477.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.1% | -2.3% | +2.7% |
| 7D | -17.5% | +13.0% | -30.5% | -20.4% |
| 30D | -44.7% | -19.8% | -24.9% | -40.6% |
| 3M | -38.9% | -18.4% | -20.5% | -34.4% |
| 6M | -36.7% | -16.1% | -20.6% | -31.7% |
| YTD | +17.0% | +42.7% | -25.8% | +8.5% |
| 1Y | +62.8% | +68.0% | -5.2% | +44.5% |
| 3Y | +471.3% | +85.8% | +385.5% | +366.6% |
| 5Y | +290.3% | +28.0% | +262.2% | +230.5% |
| 10Y | +790.1% | +1,255.1% | -465.0% | +281.0% |
| All | -31.2% | +2,445.9% | -2,477.2% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling