+476.5%
TSEM vs LVS
-9.1%
+485.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -7.6% |
| 7D | +7.0% | -0.8% | +7.8% | +7.0% |
| 30D | -29.8% | +10.0% | -39.8% | -32.0% |
| 3M | -41.9% | -11.0% | -30.9% | -40.2% |
| 6M | -45.8% | -20.1% | -25.6% | -42.5% |
| YTD | +25.1% | -36.3% | +61.4% | +42.6% |
| 1Y | +48.2% | -36.8% | +85.1% | +69.5% |
| 3Y | +476.5% | -9.5% | +486.0% | +435.0% |
| All | +476.5% | -9.1% | +485.6% | +435.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling