+309.1%
TMUS vs LEN
+99.2%
+209.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.8% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +3.1% | -8.9% | +12.0% | +4.8% |
| 3M | +2.4% | -10.9% | +13.3% | +4.2% |
| 6M | -17.1% | -19.7% | +2.6% | -14.4% |
| YTD | -9.1% | -20.6% | +11.5% | -6.2% |
| 1Y | -23.6% | -42.4% | +18.8% | -16.6% |
| 3Y | +38.8% | -26.5% | +65.4% | +40.6% |
| 5Y | +43.0% | -10.9% | +53.9% | +35.4% |
| 10Y | +309.1% | +100.6% | +208.5% | +211.4% |
| All | +309.1% | +99.2% | +209.9% | +211.4% |
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