+6,889.2%
TEVA vs LNT
+3,121.8%
+3,767.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 6M | +21.7% | -3.6% | +25.3% | +22.5% |
| YTD | +18.8% | +5.9% | +13.0% | +16.8% |
| 1Y | +86.5% | +7.3% | +79.2% | +82.7% |
| 3Y | +269.4% | +46.5% | +222.9% | +232.7% |
| 5Y | +303.6% | +32.5% | +271.1% | +269.9% |
| 10Y | -22.9% | +147.9% | -170.9% | -40.3% |
| All | +6,889.2% | +3,121.8% | +3,767.4% | +2,640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling