+529.3%
TSEM vs LDOS
+35.8%
+493.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +10.9% |
| 7D | -2.0% | -5.8% | +3.9% | -2.1% |
| 30D | -33.4% | +11.6% | -45.0% | -33.6% |
| 3M | -39.7% | -1.0% | -38.7% | -39.5% |
| 6M | -27.8% | +5.1% | -32.9% | -26.7% |
| YTD | +29.7% | -24.0% | +53.7% | +37.7% |
| 1Y | +81.1% | -30.3% | +111.4% | +94.8% |
| 3Y | +529.3% | +37.0% | +492.3% | +534.2% |
| All | +529.3% | +35.8% | +493.5% | +534.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling