+7,369.1%
LHX vs TEVA
+7,037.9%
+331.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.4% |
| 7D | -4.3% | +2.0% | -6.3% | -4.5% |
| 30D | -15.1% | +1.0% | -16.1% | -15.3% |
| 3M | -21.0% | +7.3% | -28.3% | -22.0% |
| 6M | -32.0% | +21.7% | -53.7% | -34.2% |
| YTD | -15.3% | +18.8% | -34.2% | -17.8% |
| 1Y | -11.1% | +86.5% | -97.5% | -19.5% |
| 3Y | +54.0% | +269.4% | -215.4% | +22.2% |
| 5Y | +17.1% | +303.6% | -286.5% | -11.0% |
| 10Y | +225.8% | -22.9% | +248.7% | +197.0% |
| All | +7,369.1% | +7,037.9% | +331.1% | +3,639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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