+291.7%
TMUS vs LEN
+158.4%
+133.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.5% |
| 7D | +9.5% | +0.7% | +8.8% | +9.2% |
| 30D | +13.8% | +13.0% | +0.8% | +10.2% |
| 3M | -4.6% | +1.9% | -6.5% | -5.5% |
| 6M | -11.7% | -0.7% | -11.0% | -12.5% |
| YTD | -15.4% | -13.8% | -1.6% | -13.9% |
| 1Y | -16.1% | -28.1% | +12.0% | -11.1% |
| 3Y | +20.5% | -22.8% | +43.3% | +21.5% |
| 5Y | +48.7% | -7.4% | +56.1% | +39.3% |
| 10Y | +240.8% | +143.7% | +97.1% | +125.3% |
| All | +291.7% | +158.4% | +133.3% | +74.7% |
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