+11.0%
TEVA vs LDOS
+241.3%
-230.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.7% |
| 7D | +3.3% | -1.3% | +4.6% | +3.7% |
| 30D | +5.0% | +10.1% | -5.1% | +1.8% |
| 3M | +18.5% | -4.7% | +23.2% | +19.5% |
| 6M | +20.6% | +5.6% | +15.1% | +17.3% |
| YTD | +38.5% | -25.1% | +63.6% | +48.1% |
| 1Y | +72.1% | -31.7% | +103.7% | +89.6% |
| 3Y | +398.2% | +33.7% | +364.4% | +314.9% |
| 5Y | +353.2% | +54.4% | +298.9% | +247.3% |
| 10Y | +11.0% | +236.4% | -225.5% | -9.8% |
| All | +11.0% | +241.3% | -230.3% | -9.8% |
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