+43.0%
TMUS vs LH
+31.3%
+11.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -0.8% | +0.6% | 0.0% |
| 30D | +3.1% | +2.0% | +1.1% | +2.6% |
| 3M | +2.4% | +24.3% | -21.8% | -3.5% |
| 6M | -17.1% | +21.1% | -38.1% | -21.5% |
| YTD | -9.1% | +30.4% | -39.5% | -16.1% |
| 1Y | -23.6% | +18.4% | -42.0% | -27.5% |
| 3Y | +38.8% | +65.5% | -26.6% | +17.2% |
| 5Y | +43.0% | +29.9% | +13.1% | +28.5% |
| All | +43.0% | +31.3% | +11.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling