+104.5%
TEVA vs LH
+44.2%
+60.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -1.1% |
| 7D | +4.7% | +2.1% | +2.6% | +4.2% |
| 30D | +5.5% | +19.2% | -13.6% | +0.4% |
| 3M | +21.6% | +18.0% | +3.5% | +16.0% |
| 6M | +18.4% | +46.1% | -27.7% | +5.3% |
| YTD | +34.1% | +47.7% | -13.6% | +21.8% |
| 1Y | +104.5% | +47.2% | +57.3% | +88.0% |
| All | +104.5% | +44.2% | +60.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling