+5,292.8%
LHX vs TSEM
+10.0%
+5,282.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -2.5% | +10.4% | -12.9% | -3.5% |
| 30D | -10.4% | -12.9% | +2.6% | -9.3% |
| 3M | -14.9% | -9.2% | -5.8% | -15.4% |
| 6M | -29.6% | +98.8% | -128.4% | -36.0% |
| YTD | -11.8% | +87.2% | -99.0% | -19.6% |
| 1Y | -5.1% | +239.0% | -244.0% | -18.7% |
| 3Y | +61.3% | +679.5% | -618.2% | +24.5% |
| 5Y | +22.4% | +667.3% | -644.9% | -6.8% |
| 10Y | +232.2% | +1,301.0% | -1,068.8% | +131.3% |
| All | +5,292.8% | +10.0% | +5,282.8% | +3,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling