+1,282.5%
TSEM vs LVS
0.0%
+1,282.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -4.9% | -3.5% | -1.4% | -3.8% |
| 30D | -18.7% | -6.2% | -12.5% | -17.2% |
| 3M | -18.1% | -14.8% | -3.3% | -14.5% |
| 6M | +77.1% | -20.9% | +98.0% | +89.0% |
| YTD | +80.1% | -33.0% | +113.2% | +101.8% |
| 1Y | +220.4% | -20.0% | +240.4% | +237.9% |
| 3Y | +650.1% | -6.9% | +657.0% | +633.4% |
| 5Y | +628.9% | +9.1% | +619.8% | +529.6% |
| All | +1,282.5% | 0.0% | +1,282.5% | +1,144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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