+1,014.7%
LITE vs TEVA
+294.1%
+720.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +13.6% | -1.7% | +15.3% | +14.2% |
| 30D | +21.6% | +2.0% | +19.6% | +20.8% |
| 3M | +20.3% | +7.0% | +13.4% | +17.0% |
| 6M | +54.4% | +17.0% | +37.4% | +44.7% |
| YTD | +168.3% | +18.1% | +150.2% | +151.3% |
| 1Y | +551.8% | +87.2% | +464.6% | +432.3% |
| 3Y | +1,891.5% | +283.1% | +1,608.4% | +1,199.4% |
| 5Y | +1,014.7% | +298.4% | +716.3% | +586.9% |
| All | +1,014.7% | +294.1% | +720.6% | +586.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling