+1,172.1%
LITE vs TMUS
+15.4%
+1,156.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +6.0% |
| 7D | -35.9% | +3.6% | -39.5% | -34.7% |
| 30D | -51.5% | -3.4% | -48.2% | -51.0% |
| 3M | -35.7% | -9.5% | -26.3% | -36.1% |
| 6M | -43.0% | -15.2% | -27.8% | -43.4% |
| YTD | +46.1% | -18.9% | +65.0% | +43.7% |
| 1Y | +124.7% | -17.7% | +142.4% | +121.1% |
| 3Y | +1,172.1% | +15.6% | +1,156.4% | +1,012.2% |
| All | +1,172.1% | +15.4% | +1,156.6% | +1,012.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling