+901.5%
LITE vs TMUS
+40.3%
+861.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +3.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.7% | +5.3% | +1.4% | +7.0% |
| 3M | -6.8% | +3.1% | -9.9% | -6.5% |
| 6M | +29.4% | -16.5% | +45.9% | +30.3% |
| YTD | +139.1% | -9.2% | +148.2% | +139.7% |
| 1Y | +521.0% | -26.5% | +547.5% | +541.1% |
| 3Y | +1,535.3% | +39.0% | +1,496.3% | +1,322.0% |
| All | +901.5% | +40.3% | +861.3% | +805.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling