-25.0%
TEVA vs LDOS
+265.7%
-290.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +2.0% | -3.1% | +5.2% | +2.9% |
| 30D | +1.0% | -8.2% | +9.2% | +3.3% |
| 3M | +7.3% | +5.9% | +1.4% | +4.8% |
| 6M | +21.7% | -25.2% | +47.0% | +31.4% |
| YTD | +18.8% | -28.1% | +47.0% | +28.7% |
| 1Y | +86.5% | -29.7% | +116.1% | +102.6% |
| 3Y | +269.4% | +39.0% | +230.4% | +205.2% |
| 5Y | +303.6% | +41.3% | +262.3% | +224.1% |
| All | -25.0% | +265.7% | -290.6% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling