+1,119.0%
LNG vs TEVA
+1,577.4%
-458.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.2% |
| 7D | -4.7% | +2.0% | -6.7% | -5.1% |
| 30D | +3.8% | +1.0% | +2.9% | +3.5% |
| 3M | +16.2% | +7.3% | +8.8% | +14.2% |
| 6M | +11.7% | +21.7% | -10.0% | +6.5% |
| YTD | +44.2% | +18.8% | +25.4% | +37.9% |
| 1Y | +18.6% | +86.5% | -67.9% | +2.9% |
| 3Y | +77.4% | +269.4% | -192.0% | +28.4% |
| 5Y | +232.3% | +303.6% | -71.3% | +128.1% |
| 10Y | +550.1% | -22.9% | +573.1% | +469.7% |
| All | +1,119.0% | +1,577.4% | -458.4% | +430.6% |
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