+446.1%
LITE vs TMUS
+37.3%
+408.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.9% | -19.6% | -18.5% |
| 7D | -44.6% | +9.0% | -53.6% | -43.7% |
| 30D | -55.0% | -3.2% | -51.8% | -54.8% |
| 3M | -38.3% | -6.9% | -31.4% | -38.2% |
| 6M | -48.8% | -16.4% | -32.3% | -48.6% |
| YTD | +38.3% | -19.6% | +57.9% | +38.4% |
| 1Y | +119.0% | -19.9% | +138.9% | +118.9% |
| 3Y | +1,092.0% | +14.5% | +1,077.5% | +946.1% |
| 5Y | +446.1% | +37.7% | +408.4% | +393.4% |
| All | +446.1% | +37.3% | +408.8% | +393.4% |
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 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