+3,586.8%
LITE vs TMUS
+343.8%
+3,243.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -10.9% | -8.4% |
| 7D | -31.4% | +7.5% | -38.9% | -32.5% |
| 30D | -42.6% | -3.3% | -39.3% | -42.8% |
| 3M | -26.2% | -9.7% | -16.6% | -25.7% |
| 6M | -35.8% | -17.2% | -18.6% | -34.6% |
| YTD | +70.0% | -20.3% | +90.4% | +73.4% |
| 1Y | +232.7% | -21.2% | +254.0% | +239.0% |
| 3Y | +1,365.7% | +13.5% | +1,352.2% | +1,156.0% |
| 5Y | +609.5% | +36.5% | +573.0% | +456.2% |
| 10Y | +1,721.9% | +239.2% | +1,482.7% | +944.0% |
| All | +3,586.8% | +343.8% | +3,243.0% | +2,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling