+16.1%
LMT vs TSEM
-42.2%
+58.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.5% |
| 7D | +5.1% | +7.0% | -1.8% | +5.3% |
| 30D | +14.1% | -29.8% | +43.9% | +12.3% |
| 3M | +0.3% | -41.9% | +42.2% | -1.9% |
| 6M | +16.1% | -45.8% | +61.9% | +12.3% |
| All | +16.1% | -42.2% | +58.3% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling