+353.2%
TEVA vs LDOS
+52.3%
+301.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.3% |
| 7D | +3.3% | -1.3% | +4.6% | +3.5% |
| 30D | +5.0% | +10.1% | -5.1% | +3.3% |
| 3M | +18.5% | -4.7% | +23.2% | +19.0% |
| 6M | +20.6% | +5.6% | +15.1% | +18.9% |
| YTD | +38.5% | -25.1% | +63.6% | +43.8% |
| 1Y | +72.1% | -31.7% | +103.7% | +81.8% |
| 3Y | +398.2% | +33.7% | +364.4% | +332.3% |
| 5Y | +353.2% | +54.4% | +298.9% | +266.2% |
| All | +353.2% | +52.3% | +301.0% | +266.2% |
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