+3,409.5%
LITE vs TEVA
-22.9%
+3,432.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.0% |
| 7D | +10.8% | +4.4% | +6.3% | +9.5% |
| 30D | -33.4% | +9.3% | -42.7% | -35.0% |
| 3M | -32.2% | +21.9% | -54.1% | -35.9% |
| 6M | -42.1% | +22.8% | -64.9% | -45.9% |
| YTD | +61.9% | +42.6% | +19.3% | +45.0% |
| 1Y | +163.0% | +74.2% | +88.8% | +123.0% |
| 3Y | +1,358.0% | +404.5% | +953.5% | +807.5% |
| 5Y | +549.9% | +367.9% | +182.0% | +299.2% |
| 10Y | +1,530.1% | +14.2% | +1,515.9% | +1,183.9% |
| All | +3,409.5% | -22.9% | +3,432.4% | +3,274.0% |
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