+1,358.0%
LITE vs TEVA
+417.4%
+940.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.2% |
| 7D | +10.8% | +4.4% | +6.3% | +9.1% |
| 30D | -33.4% | +9.3% | -42.7% | -35.3% |
| 3M | -32.2% | +21.9% | -54.1% | -36.7% |
| 6M | -42.1% | +22.8% | -64.9% | -46.6% |
| YTD | +61.9% | +42.6% | +19.3% | +40.5% |
| 1Y | +163.0% | +74.2% | +88.8% | +112.6% |
| 3Y | +1,358.0% | +404.5% | +953.5% | +798.6% |
| All | +1,358.0% | +417.4% | +940.6% | +798.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling