+295.5%
TEVA vs LSCC
+82.2%
+213.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -0.4% | -9.5% | +9.1% | +1.3% |
| 3M | +8.2% | -13.8% | +22.0% | +9.7% |
| 6M | +15.3% | +24.5% | -9.2% | +7.5% |
| YTD | +16.5% | +55.1% | -38.7% | +3.2% |
| 1Y | +85.7% | +72.5% | +13.2% | +60.2% |
| 3Y | +277.9% | +24.5% | +253.3% | +233.8% |
| 5Y | +295.5% | +81.8% | +213.7% | +195.9% |
| All | +295.5% | +82.2% | +213.3% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling