+104.5%
TEVA vs LDOS
-27.6%
+132.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | +4.7% | -2.8% | +7.5% | +4.6% |
| 30D | +5.5% | +13.6% | -8.1% | +5.5% |
| 3M | +21.6% | +4.2% | +17.3% | +21.4% |
| 6M | +18.4% | -8.2% | +26.6% | +16.5% |
| YTD | +34.1% | -24.1% | +58.2% | +32.2% |
| 1Y | +104.5% | -31.2% | +135.8% | +87.2% |
| All | +104.5% | -27.6% | +132.2% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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