+73.0%
LMT vs TSEM
+617.3%
-544.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -0.2% | -4.9% | +4.7% | -0.2% |
| 30D | -13.1% | -18.7% | +5.7% | -13.1% |
| 3M | -3.9% | -18.1% | +14.3% | -4.0% |
| 6M | -18.3% | +77.1% | -95.4% | -18.5% |
| YTD | +10.3% | +80.1% | -69.8% | +10.3% |
| 1Y | +14.2% | +220.4% | -206.2% | +15.3% |
| 3Y | +35.0% | +650.1% | -615.1% | +38.2% |
| All | +73.0% | +617.3% | -544.2% | +71.8% |
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 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