+1,493.1%
LITE vs TMUS
+244.6%
+1,248.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | +10.8% | +4.9% | +5.9% | +9.9% |
| 30D | -33.4% | +7.7% | -41.1% | -34.6% |
| 3M | -32.2% | -6.8% | -25.4% | -31.8% |
| 6M | -42.1% | -9.7% | -32.4% | -41.9% |
| YTD | +61.9% | -15.0% | +76.8% | +63.5% |
| 1Y | +163.0% | -19.1% | +182.1% | +169.5% |
| 3Y | +1,358.0% | +21.4% | +1,336.6% | +1,101.6% |
| 5Y | +549.9% | +51.2% | +498.7% | +373.7% |
| All | +1,493.1% | +244.6% | +1,248.5% | +639.4% |
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