+74.2%
TEVA vs LSCC
+72.6%
+1.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.3% |
| 7D | +4.4% | +7.0% | -2.5% | +3.9% |
| 30D | +9.3% | -2.3% | +11.6% | +9.1% |
| 3M | +21.9% | -12.5% | +34.4% | +22.3% |
| 6M | +22.8% | -10.6% | +33.3% | +20.4% |
| YTD | +42.6% | +52.7% | -10.1% | +23.6% |
| 1Y | +74.2% | +74.0% | +0.3% | +43.8% |
| All | +74.2% | +72.6% | +1.6% | +43.8% |
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