+5,905.3%
LMT vs TSEM
-26.5%
+5,931.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.1% |
| 7D | +5.1% | +7.0% | -1.8% | +4.8% |
| 30D | +14.1% | -29.8% | +43.9% | +15.4% |
| 3M | +0.3% | -41.9% | +42.2% | +1.9% |
| 6M | +16.1% | -45.8% | +61.9% | +17.7% |
| YTD | +25.5% | +25.1% | +0.4% | +22.7% |
| 1Y | +34.1% | +48.2% | -14.1% | +30.2% |
| 3Y | +45.1% | +476.5% | -431.4% | +32.5% |
| 5Y | +100.9% | +301.4% | -200.5% | +85.1% |
| 10Y | +199.4% | +812.9% | -613.5% | +164.6% |
| All | +5,905.3% | -26.5% | +5,931.8% | +5,018.0% |
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 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