+86.5%
TEVA vs LII
-34.1%
+120.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | +2.0% | -6.3% | +8.3% | +2.2% |
| 30D | +1.0% | -13.0% | +14.0% | +1.4% |
| 3M | +7.3% | -29.0% | +36.4% | +7.3% |
| 6M | +21.7% | -27.7% | +49.4% | +20.0% |
| YTD | +18.8% | -24.2% | +43.1% | +16.9% |
| 1Y | +86.5% | -34.8% | +121.3% | +85.0% |
| All | +86.5% | -34.1% | +120.6% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling