+369.5%
TSEM vs LDOS
+509.1%
-139.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.1% | -12.1% | -12.0% |
| 7D | -30.3% | -3.7% | -26.6% | -29.7% |
| 30D | -49.3% | +16.4% | -65.7% | -51.8% |
| 3M | -38.0% | +7.4% | -45.4% | -39.8% |
| 6M | -41.9% | -0.3% | -41.6% | -42.9% |
| YTD | +11.6% | -24.0% | +35.6% | +18.4% |
| 1Y | +50.5% | -29.6% | +80.0% | +63.7% |
| 3Y | +445.3% | +35.1% | +410.2% | +364.5% |
| 5Y | +272.2% | +52.9% | +219.3% | +195.1% |
| 10Y | +748.9% | +262.2% | +486.7% | +368.2% |
| All | +369.5% | +509.1% | -139.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling