-36.7%
TSEM vs LDOS
-1.7%
-35.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.2% | +3.7% |
| 7D | -17.5% | -7.2% | -10.3% | -20.2% |
| 30D | -44.7% | +16.8% | -61.5% | -40.8% |
| 3M | -38.9% | -1.6% | -37.3% | -38.3% |
| 6M | -36.7% | -1.0% | -35.7% | -39.7% |
| All | -36.7% | -1.7% | -35.0% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling