Abd al-Rahman bin Abi Layla narrates from Mu'adh (may Allah be pleased with him) that the Companions (may Allah be pleased with them) would come to the prayer when the Prophet (peace and blessings be upon him) had already prayed part of the prayer, and they would ask by pointing with one or two fingers towards those praying. Mu'adh (may Allah be pleased with him) came when the Prophet (peace and blessings be upon him) had already prayed part of the prayer, and he too joined the prayer. He says: In whatever state I found the Prophet (peace and blessings be upon him), I joined in that same state. Then I completed the prayer. Then one day he came when part of the prayer had passed, and he joined the prayer. When the Prophet (peace and blessings be upon him) completed the prayer, Mu'adh (may Allah be pleased with him) stood up and was completing the prayer. He (peace and blessings be upon him) said: "Mu'adh has established a way for you; you should do likewise."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 5146