+15.6%
TMUS vs LH
+80.4%
-64.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +3.6% | +1.4% | +2.1% | +3.3% |
| 30D | -3.4% | +17.5% | -20.9% | -6.3% |
| 3M | -9.5% | +16.1% | -25.5% | -12.0% |
| 6M | -15.2% | +43.4% | -58.6% | -21.0% |
| YTD | -18.9% | +47.2% | -66.1% | -25.5% |
| 1Y | -17.7% | +50.1% | -67.8% | -24.9% |
| 3Y | +15.6% | +81.2% | -65.5% | +1.9% |
| All | +15.6% | +80.4% | -64.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling