+11.3%
TSEM vs LNT
+1,969.5%
-1,958.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +5.3% | -3.2% | +8.5% | +6.0% |
| 3M | -14.9% | -4.1% | -10.8% | -14.5% |
| 6M | +80.0% | -4.6% | +84.6% | +81.2% |
| YTD | +89.4% | +7.0% | +82.4% | +85.7% |
| 1Y | +253.1% | +8.3% | +244.8% | +244.9% |
| 3Y | +642.1% | +51.0% | +591.1% | +567.3% |
| 5Y | +659.1% | +30.2% | +628.9% | +597.3% |
| 10Y | +1,291.4% | +143.6% | +1,147.8% | +986.8% |
| All | +11.3% | +1,969.5% | -1,958.1% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling