+291.9%
TEVA vs LDOS
+41.1%
+250.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | +1.6% | -7.1% | +8.7% | +2.7% |
| 30D | +4.0% | -6.1% | +10.0% | +4.9% |
| 3M | +10.5% | +5.6% | +4.9% | +9.1% |
| 6M | +18.4% | -26.9% | +45.3% | +24.4% |
| YTD | +17.8% | -27.9% | +45.7% | +23.5% |
| 1Y | +90.5% | -26.8% | +117.3% | +98.2% |
| 3Y | +282.1% | +39.6% | +242.5% | +225.0% |
| 5Y | +291.9% | +39.4% | +252.5% | +226.6% |
| All | +291.9% | +41.1% | +250.8% | +226.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling