+29.6%
TEVA vs LDOS
+494.7%
-465.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -0.2% | -5.4% | +5.2% | +1.2% |
| 30D | +4.7% | +4.9% | -0.2% | +3.2% |
| 3M | +5.6% | +7.2% | -1.6% | +3.1% |
| 6M | +10.5% | -24.2% | +34.7% | +17.8% |
| YTD | +16.5% | -25.8% | +42.3% | +24.1% |
| 1Y | +96.8% | -24.7% | +121.5% | +108.1% |
| 3Y | +269.5% | +39.3% | +230.2% | +220.7% |
| 5Y | +283.5% | +43.3% | +240.2% | +225.4% |
| 10Y | -25.9% | +278.6% | -304.5% | -50.6% |
| All | +29.6% | +494.7% | -465.1% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling