+12.7%
LRCX vs TEVA
+81.2%
-68.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.2% | -16.2% | -16.3% |
| 7D | -27.2% | +0.7% | -27.9% | -27.3% |
| 30D | -44.5% | +6.8% | -51.3% | -45.1% |
| 3M | -39.7% | +20.3% | -60.0% | -41.8% |
| 6M | -32.7% | +16.5% | -49.2% | -33.6% |
| YTD | +8.5% | +33.9% | -25.4% | +1.0% |
| 1Y | +12.7% | +69.8% | -57.1% | -4.1% |
| All | +12.7% | +81.2% | -68.5% | -4.1% |
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