+185.8%
LMT vs TSEM
+1,313.0%
-1,127.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | -13.1% | -18.7% | +5.7% | -11.9% |
| 3M | -3.9% | -18.1% | +14.3% | -3.4% |
| 6M | -18.3% | +77.1% | -95.4% | -24.1% |
| YTD | +10.3% | +80.1% | -69.8% | +2.0% |
| 1Y | +14.2% | +220.4% | -206.2% | -0.4% |
| 3Y | +35.0% | +650.1% | -615.1% | +4.4% |
| 5Y | +73.2% | +628.9% | -555.6% | +29.9% |
| All | +185.8% | +1,313.0% | -1,127.2% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling