+263.2%
TEVA vs LTH
+156.3%
+106.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | +1.6% | +1.5% | 0.0% | +1.2% |
| 30D | +4.0% | -3.1% | +7.0% | +4.6% |
| 3M | +10.5% | +28.1% | -17.6% | +4.0% |
| 6M | +18.4% | +67.4% | -49.0% | +3.9% |
| YTD | +17.8% | +59.8% | -42.0% | +4.2% |
| 1Y | +90.5% | +45.6% | +44.9% | +71.8% |
| 3Y | +282.1% | +162.0% | +120.1% | +190.8% |
| All | +263.2% | +156.3% | +106.9% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling