+637.8%
TSEM vs LNT
+46.9%
+590.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | +0.9% | -1.1% | +2.0% | +0.9% |
| 30D | -16.6% | -1.9% | -14.7% | -16.7% |
| 3M | -10.9% | -7.2% | -3.7% | -11.3% |
| 6M | +78.0% | -3.9% | +81.9% | +77.0% |
| YTD | +77.2% | +5.9% | +71.3% | +75.8% |
| 1Y | +207.6% | +8.4% | +199.2% | +204.0% |
| All | +637.8% | +46.9% | +590.9% | +580.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling