+44.4%
TMUS vs LTH
+186.2%
-141.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +9.5% | +6.4% | +3.1% | +9.0% |
| 30D | +13.8% | +16.7% | -2.9% | +12.4% |
| 3M | -4.6% | +11.7% | -16.3% | -5.5% |
| 6M | -11.7% | +48.5% | -60.2% | -14.4% |
| YTD | -15.4% | +78.4% | -93.8% | -19.5% |
| 1Y | -16.1% | +89.7% | -105.8% | -20.6% |
| 3Y | +20.5% | +245.6% | -225.2% | +6.9% |
| 5Y | +48.7% | +142.7% | -93.9% | +28.9% |
| All | +44.4% | +186.2% | -141.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling