+668.0%
TSEM vs LVS
-6.8%
+674.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +4.7% | -2.7% | +7.4% | +5.6% |
| 30D | -14.2% | -4.7% | -9.6% | -13.2% |
| 3M | -5.0% | -15.6% | +10.5% | -0.4% |
| 6M | +87.6% | -18.6% | +106.2% | +99.1% |
| YTD | +84.4% | -32.3% | +116.7% | +107.5% |
| 1Y | +235.4% | -18.0% | +253.4% | +252.1% |
| All | +668.0% | -6.8% | +674.8% | +604.6% |
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 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