+1,533.3%
LITE vs TMUS
+260.7%
+1,272.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.1% | +6.6% | +9.9% |
| 7D | -12.9% | +5.3% | -18.2% | -13.8% |
| 30D | -46.0% | +13.5% | -59.5% | -47.6% |
| 3M | -33.0% | -4.2% | -28.8% | -33.2% |
| 6M | -34.0% | -11.9% | -22.1% | -33.5% |
| YTD | +61.7% | -15.6% | +77.3% | +63.5% |
| 1Y | +148.3% | -16.8% | +165.1% | +151.2% |
| 3Y | +1,408.5% | +20.8% | +1,387.7% | +1,142.0% |
| 5Y | +546.2% | +48.0% | +498.1% | +373.8% |
| 10Y | +1,533.3% | +234.7% | +1,298.6% | +641.6% |
| All | +1,533.3% | +260.7% | +1,272.6% | +641.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling