+290.8%
TMUS vs LEN
+173.1%
+117.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.4% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | +13.5% | +19.4% | -5.9% | +8.6% |
| 3M | -4.2% | +4.5% | -8.8% | -5.8% |
| 6M | -11.9% | +4.9% | -16.8% | -13.8% |
| YTD | -15.6% | -8.9% | -6.7% | -15.2% |
| 1Y | -16.8% | -23.0% | +6.2% | -13.2% |
| 3Y | +20.8% | -16.7% | +37.5% | +19.6% |
| 5Y | +48.0% | -4.5% | +52.5% | +37.7% |
| 10Y | +234.7% | +162.2% | +72.6% | +117.3% |
| All | +290.8% | +173.1% | +117.7% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling