+621.7%
TSEM vs LVS
+8.6%
+613.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -4.9% | -3.5% | -1.4% | -4.1% |
| 30D | -18.7% | -6.2% | -12.5% | -17.7% |
| 3M | -18.1% | -14.8% | -3.3% | -15.5% |
| 6M | +77.1% | -20.9% | +98.0% | +85.8% |
| YTD | +80.1% | -33.0% | +113.2% | +95.8% |
| 1Y | +220.4% | -20.0% | +240.4% | +233.8% |
| 3Y | +650.1% | -6.9% | +657.0% | +634.9% |
| All | +621.7% | +8.6% | +613.0% | +575.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling