+186.8%
LQD vs TEVA
+200.9%
-14.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.1% |
| 7D | -1.1% | +2.0% | -3.1% | -1.1% |
| 30D | -1.3% | +1.0% | -2.2% | -1.3% |
| 3M | -3.2% | +7.3% | -10.5% | -3.3% |
| 6M | -2.1% | +21.7% | -23.9% | -2.5% |
| YTD | -2.4% | +18.8% | -21.2% | -2.7% |
| 1Y | -2.7% | +86.5% | -89.1% | -3.7% |
| 3Y | +14.2% | +269.4% | -255.2% | +11.4% |
| 5Y | -5.8% | +303.6% | -309.4% | -8.5% |
| 10Y | +22.2% | -22.9% | +45.1% | +19.9% |
| All | +186.8% | +200.9% | -14.2% | +186.7% |
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