+38.3%
TMUS vs LTH
+184.4%
-146.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +3.6% | +4.5% | -0.9% | +3.2% |
| 30D | -3.4% | +16.3% | -19.7% | -4.5% |
| 3M | -9.5% | +8.4% | -17.8% | -10.1% |
| 6M | -15.2% | +40.3% | -55.5% | -17.5% |
| YTD | -18.9% | +77.3% | -96.2% | -22.8% |
| 1Y | -17.7% | +88.0% | -105.7% | -22.0% |
| 3Y | +15.6% | +274.3% | -258.6% | +1.7% |
| 5Y | +38.9% | +142.9% | -104.0% | +20.4% |
| All | +38.3% | +184.4% | -146.0% | +19.3% |
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