+275.3%
TMUS vs LH
+511.1%
-235.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +3.6% | +1.4% | +2.1% | +2.9% |
| 30D | -3.4% | +17.5% | -20.9% | -9.9% |
| 3M | -9.5% | +16.1% | -25.5% | -15.3% |
| 6M | -15.2% | +43.4% | -58.6% | -27.8% |
| YTD | -18.9% | +47.2% | -66.1% | -32.3% |
| 1Y | -17.7% | +50.1% | -67.8% | -32.0% |
| 3Y | +15.6% | +81.2% | -65.5% | -13.8% |
| 5Y | +38.9% | +63.7% | -24.8% | +5.9% |
| 10Y | +245.3% | +269.2% | -23.9% | +60.0% |
| All | +275.3% | +511.1% | -235.9% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling