+315.0%
TSEM vs LDOS
+51.2%
+263.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +10.9% |
| 7D | -2.0% | -5.8% | +3.9% | -2.0% |
| 30D | -33.4% | +11.6% | -45.0% | -33.6% |
| 3M | -39.7% | -1.0% | -38.7% | -39.6% |
| 6M | -27.8% | +5.1% | -32.9% | -27.3% |
| YTD | +29.7% | -24.0% | +53.7% | +34.8% |
| 1Y | +81.1% | -30.3% | +111.4% | +89.9% |
| 3Y | +529.3% | +37.0% | +492.3% | +528.2% |
| 5Y | +315.0% | +53.4% | +261.6% | +351.9% |
| All | +315.0% | +51.2% | +263.8% | +351.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling