+786.5%
TSEM vs LDOS
+226.9%
+559.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +7.0% | -1.6% | +8.6% | +7.3% |
| 30D | -29.8% | +8.2% | -38.0% | -31.2% |
| 3M | -41.9% | -8.2% | -33.8% | -41.3% |
| 6M | -45.8% | +5.8% | -51.6% | -47.0% |
| YTD | +25.1% | -27.0% | +52.1% | +33.3% |
| 1Y | +48.2% | -31.0% | +79.2% | +60.5% |
| 3Y | +476.5% | +29.3% | +447.2% | +409.0% |
| 5Y | +301.4% | +48.7% | +252.7% | +230.9% |
| All | +786.5% | +226.9% | +559.6% | +476.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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