+5,301.9%
LMT vs TSEM
+10.0%
+5,291.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | -1.5% | +10.4% | -12.0% | -1.9% |
| 30D | -8.2% | -12.9% | +4.7% | -7.8% |
| 3M | +3.7% | -9.2% | +12.9% | +3.6% |
| 6M | -19.2% | +98.8% | -117.9% | -22.0% |
| YTD | +12.9% | +87.2% | -74.4% | +9.1% |
| 1Y | +19.8% | +239.0% | -219.2% | +13.0% |
| 3Y | +37.3% | +679.5% | -642.2% | +24.4% |
| 5Y | +74.4% | +667.3% | -592.9% | +57.2% |
| 10Y | +188.9% | +1,301.0% | -1,112.1% | +152.2% |
| All | +5,301.9% | +10.0% | +5,291.9% | +4,451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling