+99.9%
LMT vs TSEM
+297.9%
-198.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.4% |
| 7D | +5.1% | +7.0% | -1.8% | +5.2% |
| 30D | +14.1% | -29.8% | +43.9% | +13.6% |
| 3M | +0.3% | -41.9% | +42.2% | -0.3% |
| 6M | +16.1% | -45.8% | +61.9% | +15.3% |
| YTD | +25.5% | +25.1% | +0.4% | +25.4% |
| 1Y | +34.1% | +48.2% | -14.1% | +34.6% |
| 3Y | +45.1% | +476.5% | -431.4% | +50.8% |
| All | +99.9% | +297.9% | -198.0% | +109.0% |
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 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