+232.7%
LITE vs TMUS
-20.4%
+253.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -5.6% |
| 7D | -31.4% | +7.5% | -38.9% | -27.1% |
| 30D | -42.6% | -3.3% | -39.3% | -41.8% |
| 3M | -26.2% | -9.7% | -16.6% | -27.9% |
| 6M | -35.8% | -17.2% | -18.6% | -38.7% |
| YTD | +70.0% | -20.3% | +90.4% | +52.8% |
| 1Y | +232.7% | -21.2% | +254.0% | +200.8% |
| All | +232.7% | -20.4% | +253.2% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling