+696.9%
TSEM vs LDOS
+494.7%
+202.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.3% | +7.7% |
| 7D | +6.9% | -5.4% | +12.3% | +8.6% |
| 30D | +5.3% | +4.9% | +0.4% | +3.7% |
| 3M | -14.9% | +7.2% | -22.1% | -17.4% |
| 6M | +80.0% | -24.2% | +104.3% | +93.9% |
| YTD | +89.4% | -25.8% | +115.2% | +104.1% |
| 1Y | +253.1% | -24.7% | +277.8% | +277.9% |
| 3Y | +642.1% | +39.3% | +602.8% | +528.3% |
| 5Y | +659.1% | +43.3% | +615.8% | +519.1% |
| 10Y | +1,291.4% | +278.6% | +1,012.8% | +658.2% |
| All | +696.9% | +494.7% | +202.2% | +234.4% |
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