+36.5%
LMT vs TSEM
+633.2%
-596.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.1% |
| 7D | -0.5% | +0.9% | -1.5% | -0.5% |
| 30D | -10.8% | -16.6% | +5.9% | -10.9% |
| 3M | +1.6% | -10.9% | +12.5% | +1.3% |
| 6M | -17.6% | +78.0% | -95.6% | -17.6% |
| YTD | +11.6% | +77.2% | -65.6% | +11.9% |
| 1Y | +17.2% | +207.6% | -190.3% | +19.9% |
| All | +36.5% | +633.2% | -596.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling