+48.3%
TSEM vs LDOS
-32.8%
+81.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -1.0% |
| 7D | +20.5% | -3.5% | +24.0% | +19.7% |
| 30D | -29.0% | +9.5% | -38.5% | -28.2% |
| 3M | -39.4% | -6.3% | -33.1% | -39.3% |
| 6M | -28.5% | +2.8% | -31.3% | -24.8% |
| YTD | +34.4% | -26.6% | +61.1% | +47.7% |
| 1Y | +48.3% | -31.3% | +79.6% | +72.4% |
| All | +48.3% | -32.8% | +81.2% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling