-25.0%
TEVA vs LEN
+108.0%
-133.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.4% |
| 7D | +2.0% | -4.8% | +6.8% | +3.5% |
| 30D | +1.0% | -6.6% | +7.5% | +2.9% |
| 3M | +7.3% | -15.7% | +23.0% | +12.3% |
| 6M | +21.7% | -16.6% | +38.4% | +27.2% |
| YTD | +18.8% | -21.3% | +40.2% | +25.6% |
| 1Y | +86.5% | -42.0% | +128.5% | +115.7% |
| 3Y | +269.4% | -27.9% | +297.3% | +283.7% |
| 5Y | +303.6% | -10.7% | +314.3% | +276.3% |
| All | -25.0% | +108.0% | -133.0% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling