+738.6%
TEVA vs LII
+3,080.2%
-2,341.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | +4.0% | -12.4% | +16.4% | +6.7% |
| 3M | +10.5% | -24.8% | +35.3% | +15.6% |
| 6M | +18.4% | -25.2% | +43.6% | +23.6% |
| YTD | +17.8% | -20.3% | +38.0% | +21.1% |
| 1Y | +90.5% | -32.9% | +123.4% | +102.4% |
| 3Y | +282.1% | +2.0% | +280.1% | +267.0% |
| 5Y | +291.9% | +24.4% | +267.4% | +255.9% |
| 10Y | -24.9% | +167.2% | -192.1% | -41.5% |
| All | +738.6% | +3,080.2% | -2,341.6% | +276.8% |
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