+7,675.6%
TEVA vs LH
+1,312.5%
+6,363.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | +2.0% | -4.7% | +6.7% | +2.9% |
| 30D | +1.0% | -3.5% | +4.4% | +1.6% |
| 3M | +7.3% | +17.7% | -10.4% | +4.2% |
| 6M | +21.7% | +15.8% | +6.0% | +18.6% |
| YTD | +18.8% | +25.1% | -6.3% | +14.1% |
| 1Y | +86.5% | +12.5% | +74.0% | +82.1% |
| 3Y | +269.4% | +59.8% | +209.7% | +238.6% |
| 5Y | +303.6% | +27.1% | +276.5% | +283.0% |
| 10Y | -22.9% | +183.2% | -206.2% | -36.0% |
| All | +7,675.6% | +1,312.5% | +6,363.1% | +4,627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling