+25.9%
LMT vs TEVA
+106.6%
-80.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.7% | -6.9% |
| 7D | -5.5% | +4.7% | -10.2% | -5.7% |
| 30D | +17.5% | +5.5% | +11.9% | +17.2% |
| 3M | +1.6% | +21.6% | -20.0% | +0.7% |
| 6M | +16.3% | +18.4% | -2.1% | +15.0% |
| YTD | +25.3% | +34.1% | -8.8% | +24.3% |
| 1Y | +25.9% | +104.5% | -78.7% | +28.3% |
| All | +25.9% | +106.6% | -80.7% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling