+237.8%
TMUS vs LH
+261.9%
-24.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | +7.7% | +16.7% | -9.0% | +2.2% |
| 3M | -6.8% | +15.1% | -21.9% | -11.2% |
| 6M | -9.7% | +46.3% | -56.0% | -20.9% |
| YTD | -15.0% | +48.8% | -63.7% | -26.4% |
| 1Y | -19.1% | +39.7% | -58.8% | -28.5% |
| 3Y | +21.4% | +87.0% | -65.6% | -4.8% |
| 5Y | +51.2% | +53.0% | -1.8% | +25.6% |
| All | +237.8% | +261.9% | -24.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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