+320.5%
TMUS vs LH
+445.0%
-124.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.9% |
| 7D | +0.1% | -2.5% | +2.5% | +1.1% |
| 30D | +5.3% | +4.3% | +0.9% | +3.3% |
| 3M | +3.1% | +25.5% | -22.4% | -6.8% |
| 6M | -16.5% | +17.0% | -33.4% | -22.5% |
| YTD | -9.2% | +31.3% | -40.4% | -20.1% |
| 1Y | -26.5% | +20.0% | -46.5% | -33.1% |
| 3Y | +39.0% | +63.9% | -24.8% | +8.2% |
| 5Y | +40.4% | +30.9% | +9.5% | +18.5% |
| 10Y | +303.7% | +191.4% | +112.3% | +110.4% |
| All | +320.5% | +445.0% | -124.5% | +38.8% |
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