+6,751.7%
TEVA vs LSCC
+10,808.2%
-4,056.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | +4.7% | -9.7% | +14.4% | +6.0% |
| 3M | +5.6% | -23.7% | +29.3% | +8.2% |
| 6M | +10.5% | +26.5% | -16.0% | +5.8% |
| YTD | +16.5% | +57.5% | -41.0% | +8.1% |
| 1Y | +96.8% | +75.7% | +21.1% | +79.4% |
| 3Y | +269.5% | +19.5% | +250.1% | +242.2% |
| 5Y | +283.5% | +83.8% | +199.8% | +229.2% |
| 10Y | -25.9% | +1,772.4% | -1,798.3% | -52.4% |
| All | +6,751.7% | +10,808.2% | -4,056.6% | +2,530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling