+1,670.7%
LITE vs TMUS
+248.1%
+1,422.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.9% | +10.3% |
| 7D | +3.4% | +8.2% | -4.8% | +2.0% |
| 30D | -34.9% | +13.4% | -48.3% | -36.8% |
| 3M | -21.0% | -3.0% | -18.0% | -21.4% |
| 6M | -38.5% | -8.8% | -29.7% | -38.4% |
| YTD | +75.8% | -13.8% | +89.7% | +77.1% |
| 1Y | +156.7% | -17.1% | +173.8% | +161.2% |
| 3Y | +1,498.6% | +22.7% | +1,475.9% | +1,215.5% |
| 5Y | +610.9% | +52.8% | +558.1% | +417.2% |
| 10Y | +1,670.7% | +244.6% | +1,426.0% | +712.7% |
| All | +1,670.7% | +248.1% | +1,422.6% | +712.7% |
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