+1,282.5%
TSEM vs LNT
+148.3%
+1,134.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -4.9% | -1.0% | -3.8% | -4.7% |
| 30D | -18.7% | -4.2% | -14.5% | -18.2% |
| 3M | -18.1% | -6.7% | -11.4% | -17.4% |
| 6M | +77.1% | -3.6% | +80.7% | +77.5% |
| YTD | +80.1% | +5.9% | +74.3% | +77.4% |
| 1Y | +220.4% | +7.3% | +213.1% | +214.2% |
| 3Y | +650.1% | +46.5% | +603.6% | +583.8% |
| 5Y | +628.9% | +32.5% | +596.4% | +571.8% |
| All | +1,282.5% | +148.3% | +1,134.2% | +1,068.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling