+77.4%
LNG vs TEVA
+280.8%
-203.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | +0.2% |
| 7D | -4.7% | +2.0% | -6.7% | -4.7% |
| 30D | +3.8% | +1.0% | +2.9% | +3.8% |
| 3M | +16.2% | +7.3% | +8.8% | +16.0% |
| 6M | +11.7% | +21.7% | -10.0% | +11.3% |
| YTD | +44.2% | +18.8% | +25.4% | +43.7% |
| 1Y | +18.6% | +86.5% | -67.9% | +15.9% |
| 3Y | +77.4% | +269.4% | -192.0% | +74.4% |
| All | +77.4% | +280.8% | -203.4% | +74.4% |
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 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