+1,938.3%
LITE vs TEVA
+278.3%
+1,660.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +13.6% | -1.7% | +15.3% | +14.4% |
| 30D | +21.6% | +2.0% | +19.6% | +20.7% |
| 3M | +20.3% | +7.0% | +13.4% | +16.4% |
| 6M | +54.4% | +17.0% | +37.4% | +42.7% |
| YTD | +168.3% | +18.1% | +150.2% | +147.7% |
| 1Y | +551.8% | +87.2% | +464.6% | +409.4% |
| All | +1,938.3% | +278.3% | +1,660.0% | +1,006.6% |
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