+915.2%
TEVA vs LII
+2,817.4%
-1,902.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +4.4% | +2.9% | +1.5% | +3.8% |
| 30D | +9.3% | +0.9% | +8.4% | +8.8% |
| 3M | +21.9% | -15.5% | +37.4% | +25.5% |
| 6M | +22.8% | -30.2% | +53.0% | +29.7% |
| YTD | +42.6% | -26.8% | +69.4% | +48.6% |
| 1Y | +74.2% | -25.3% | +99.5% | +80.8% |
| 3Y | +404.5% | -7.8% | +412.3% | +393.5% |
| 5Y | +367.9% | +17.0% | +351.0% | +328.8% |
| 10Y | +14.2% | +169.9% | -155.7% | -11.3% |
| All | +915.2% | +2,817.4% | -1,902.3% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling