-25.0%
TEVA vs LII
+165.8%
-190.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | +2.0% | -6.3% | +8.3% | +3.9% |
| 30D | +1.0% | -13.0% | +14.0% | +5.0% |
| 3M | +7.3% | -29.0% | +36.4% | +16.1% |
| 6M | +21.7% | -27.7% | +49.4% | +30.3% |
| YTD | +18.8% | -24.2% | +43.1% | +24.7% |
| 1Y | +86.5% | -34.8% | +121.3% | +104.8% |
| 3Y | +269.4% | -4.2% | +273.6% | +241.8% |
| 5Y | +303.6% | +20.9% | +282.7% | +229.8% |
| All | -25.0% | +165.8% | -190.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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