+266.5%
TEVA vs LTH
+150.5%
+116.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -4.0% | +6.0% | +2.9% |
| 30D | +1.0% | -5.3% | +6.2% | +2.1% |
| 3M | +7.3% | +19.0% | -11.7% | +2.8% |
| 6M | +21.7% | +55.8% | -34.1% | +8.7% |
| YTD | +18.8% | +56.1% | -37.3% | +5.7% |
| 1Y | +86.5% | +41.3% | +45.2% | +69.4% |
| 3Y | +269.4% | +156.6% | +112.8% | +182.4% |
| All | +266.5% | +150.5% | +116.0% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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