+96.8%
TEVA vs LSCC
+72.9%
+23.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | +4.7% | -9.7% | +14.4% | +5.5% |
| 3M | +5.6% | -23.7% | +29.3% | +7.8% |
| 6M | +10.5% | +26.5% | -16.0% | +2.6% |
| YTD | +16.5% | +57.5% | -41.0% | +5.0% |
| 1Y | +96.8% | +75.7% | +21.1% | +72.2% |
| All | +96.8% | +72.9% | +23.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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