+11,252.2%
LMT vs TEVA
+7,037.9%
+4,214.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | -13.1% | +1.0% | -14.0% | -13.2% |
| 3M | -3.9% | +7.3% | -11.2% | -4.6% |
| 6M | -18.3% | +21.7% | -40.0% | -19.8% |
| YTD | +10.3% | +18.8% | -8.5% | +8.4% |
| 1Y | +14.2% | +86.5% | -72.2% | +7.9% |
| 3Y | +35.0% | +269.4% | -234.4% | +18.3% |
| 5Y | +73.2% | +303.6% | -230.3% | +48.1% |
| 10Y | +186.8% | -22.9% | +209.8% | +169.7% |
| All | +11,252.2% | +7,037.9% | +4,214.3% | +8,078.4% |
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