+24.9%
LMT vs TSEM
+60.6%
-35.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.0% | +8.8% | -3.1% |
| 7D | -10.5% | -30.3% | +19.8% | -10.6% |
| 30D | +12.9% | -49.3% | +62.3% | +12.8% |
| 3M | +0.4% | -38.0% | +38.3% | +0.1% |
| 6M | +14.7% | -41.9% | +56.6% | +12.9% |
| YTD | +21.3% | +11.6% | +9.7% | +17.4% |
| 1Y | +24.9% | +50.5% | -25.5% | +22.7% |
| All | +24.9% | +60.6% | -35.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling