+239.9%
TMUS vs LEN
+136.8%
+103.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +6.5% | -8.7% | +15.2% | +8.2% |
| 30D | +11.3% | +11.6% | -0.3% | +9.1% |
| 3M | -2.9% | -1.3% | -1.6% | -3.0% |
| 6M | -10.5% | -1.4% | -9.1% | -10.9% |
| YTD | -14.4% | -16.9% | +2.5% | -12.7% |
| 1Y | -17.9% | -31.2% | +13.3% | -13.5% |
| 3Y | +21.9% | -25.6% | +47.4% | +23.0% |
| 5Y | +52.1% | -13.3% | +65.4% | +44.8% |
| All | +239.9% | +136.8% | +103.1% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling