+52.1%
TMUS vs LTH
+120.9%
-68.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | +6.5% | -4.6% | +11.1% | +6.9% |
| 30D | +11.3% | +14.8% | -3.6% | +10.0% |
| 3M | -2.9% | +3.9% | -6.8% | -3.3% |
| 6M | -10.5% | +35.5% | -46.0% | -12.7% |
| YTD | -14.4% | +71.3% | -85.7% | -18.3% |
| 1Y | -17.9% | +75.7% | -93.6% | -21.9% |
| 3Y | +21.9% | +231.9% | -210.1% | +8.1% |
| 5Y | +52.1% | +130.5% | -78.3% | +32.1% |
| All | +52.1% | +120.9% | -68.7% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling