+282.1%
TEVA vs LDOS
+39.7%
+242.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | +1.6% | -7.1% | +8.7% | +2.1% |
| 30D | +4.0% | -6.1% | +10.0% | +4.5% |
| 3M | +10.5% | +5.6% | +4.9% | +9.7% |
| 6M | +18.4% | -26.9% | +45.3% | +21.5% |
| YTD | +17.8% | -27.9% | +45.7% | +20.7% |
| 1Y | +90.5% | -26.8% | +117.3% | +93.8% |
| 3Y | +282.1% | +39.6% | +242.5% | +246.4% |
| All | +282.1% | +39.7% | +242.4% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling