+392.3%
TSEM vs LDOS
+495.0%
-102.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.2% | +5.5% |
| 7D | -17.5% | -7.2% | -10.3% | -15.9% |
| 30D | -44.7% | +16.8% | -61.5% | -47.6% |
| 3M | -38.9% | -1.6% | -37.3% | -39.2% |
| 6M | -36.7% | -1.0% | -35.7% | -37.7% |
| YTD | +17.0% | -25.8% | +42.7% | +24.9% |
| 1Y | +62.8% | -31.1% | +93.9% | +78.1% |
| 3Y | +471.3% | +32.8% | +438.5% | +388.7% |
| 5Y | +290.3% | +49.4% | +240.9% | +211.3% |
| 10Y | +790.1% | +253.9% | +536.2% | +394.0% |
| All | +392.3% | +495.0% | -102.8% | +104.7% |
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 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