-3.3%
LVS vs TEVA
-22.9%
+19.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -3.5% | +2.0% | -5.5% | -3.9% |
| 30D | -6.2% | +1.0% | -7.2% | -6.5% |
| 3M | -14.8% | +7.3% | -22.2% | -16.4% |
| 6M | -20.9% | +21.7% | -42.6% | -24.8% |
| YTD | -33.0% | +18.8% | -51.9% | -36.0% |
| 1Y | -20.0% | +86.5% | -106.5% | -31.4% |
| 3Y | -6.9% | +269.4% | -276.3% | -34.6% |
| 5Y | +9.1% | +303.6% | -294.5% | -27.5% |
| All | -3.3% | -22.9% | +19.6% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling