-17.7%
LVS vs TEVA
+93.8%
-111.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -3.2% | +4.7% | -8.0% | -3.9% |
| 3M | -12.0% | +5.6% | -17.6% | -12.8% |
| 6M | -19.9% | +10.5% | -30.4% | -21.7% |
| YTD | -30.6% | +16.5% | -47.1% | -32.4% |
| 1Y | -17.7% | +96.8% | -114.5% | -21.8% |
| All | -17.7% | +93.8% | -111.6% | -21.8% |
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