+18.7%
LHX vs TSEM
+617.3%
-598.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -4.3% | -4.9% | +0.6% | -4.2% |
| 30D | -15.1% | -18.7% | +3.6% | -14.9% |
| 3M | -21.0% | -18.1% | -2.8% | -20.8% |
| 6M | -32.0% | +77.1% | -109.1% | -34.6% |
| YTD | -15.3% | +80.1% | -95.5% | -18.5% |
| 1Y | -11.1% | +220.4% | -231.4% | -15.8% |
| 3Y | +54.0% | +650.1% | -596.1% | +41.9% |
| All | +18.7% | +617.3% | -598.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 5y: compounded portfolio wealth divided by compounded TSEM 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…
5y analysis · Full analysis span regression · 6 months rolling