+96.8%
TEVA vs LCID
-71.9%
+168.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -0.2% | -6.6% | +6.4% | +0.3% |
| 30D | +4.7% | -30.1% | +34.9% | +7.4% |
| 3M | +5.6% | -17.6% | +23.2% | +6.1% |
| 6M | +10.5% | -54.4% | +64.9% | +19.0% |
| YTD | +16.5% | -55.7% | +72.2% | +25.2% |
| 1Y | +96.8% | -71.0% | +167.8% | +133.5% |
| All | +96.8% | -71.9% | +168.7% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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