+320.5%
TMUS vs LEN
+147.6%
+172.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +5.3% | -4.9% | +10.1% | +6.4% |
| 3M | +3.1% | -8.5% | +11.6% | +4.9% |
| 6M | -16.5% | -20.7% | +4.2% | -12.5% |
| YTD | -9.2% | -17.4% | +8.3% | -6.1% |
| 1Y | -26.5% | -38.2% | +11.8% | -18.7% |
| 3Y | +39.0% | -24.9% | +63.9% | +41.6% |
| 5Y | +40.4% | -11.4% | +51.8% | +33.5% |
| 10Y | +303.7% | +110.0% | +193.7% | +179.1% |
| All | +320.5% | +147.6% | +172.9% | +90.5% |
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