+291.7%
TMUS vs LH
+518.3%
-226.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +9.5% | +4.8% | +4.7% | +7.4% |
| 30D | +13.8% | +18.8% | -5.0% | +5.6% |
| 3M | -4.6% | +15.7% | -20.2% | -10.6% |
| 6M | -11.7% | +46.7% | -58.4% | -25.5% |
| YTD | -15.4% | +48.9% | -64.3% | -29.7% |
| 1Y | -16.1% | +43.5% | -59.6% | -29.3% |
| 3Y | +20.5% | +86.9% | -66.4% | -11.5% |
| 5Y | +48.7% | +60.4% | -11.6% | +14.7% |
| 10Y | +240.8% | +260.7% | -19.9% | +60.6% |
| All | +291.7% | +518.3% | -226.7% | +22.3% |
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