+299.0%
TSEM vs LDOS
+48.3%
+250.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +7.0% | -1.6% | +8.6% | +6.9% |
| 30D | -29.8% | +8.2% | -38.0% | -30.0% |
| 3M | -41.9% | -8.2% | -33.8% | -41.7% |
| 6M | -45.8% | +5.8% | -51.6% | -45.5% |
| YTD | +25.1% | -27.0% | +52.1% | +30.0% |
| 1Y | +48.2% | -31.0% | +79.2% | +55.0% |
| 3Y | +476.5% | +29.3% | +447.2% | +475.9% |
| All | +299.0% | +48.3% | +250.8% | +336.7% |
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