+299.2%
TEVA vs LNT
+31.4%
+267.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -1.0% | +3.1% | +2.3% |
| 30D | +1.0% | -4.2% | +5.2% | +2.0% |
| 3M | +7.3% | -6.7% | +14.0% | +8.9% |
| 6M | +21.7% | -3.6% | +25.3% | +22.4% |
| YTD | +18.8% | +5.9% | +13.0% | +16.5% |
| 1Y | +86.5% | +7.3% | +79.2% | +82.1% |
| 3Y | +269.4% | +46.5% | +222.9% | +226.1% |
| All | +299.2% | +31.4% | +267.9% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 5y: compounded portfolio wealth divided by compounded LNT 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…
5y analysis · Full analysis span regression · 6 months rolling