+86.5%
TEVA vs LDOS
-28.1%
+114.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.0% |
| 7D | +2.0% | -3.1% | +5.2% | +2.0% |
| 30D | +1.0% | -8.2% | +9.2% | +0.9% |
| 3M | +7.3% | +5.9% | +1.4% | +7.0% |
| 6M | +21.7% | -25.2% | +47.0% | +19.8% |
| YTD | +18.8% | -28.1% | +47.0% | +17.4% |
| 1Y | +86.5% | -29.7% | +116.1% | +72.5% |
| All | +86.5% | -28.1% | +114.5% | +72.5% |
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 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