+15.6%
TMUS vs LEN
-18.1%
+33.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | +3.6% | +2.1% | +1.5% | +3.4% |
| 30D | -3.4% | +16.6% | -19.9% | -4.0% |
| 3M | -9.5% | +5.3% | -14.8% | -9.7% |
| 6M | -15.2% | -0.8% | -14.4% | -15.4% |
| YTD | -18.9% | -11.7% | -7.2% | -18.6% |
| 1Y | -17.7% | -24.6% | +6.9% | -16.8% |
| 3Y | +15.6% | -18.7% | +34.3% | +16.1% |
| All | +15.6% | -18.1% | +33.7% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling