+2,049.9%
LLY vs TMUS
+248.1%
+1,801.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +1.4% | +8.2% | -6.8% | -0.5% |
| 30D | +21.5% | +13.4% | +8.2% | +18.0% |
| 3M | +18.5% | -3.0% | +21.5% | +18.6% |
| 6M | +49.1% | -8.8% | +57.9% | +50.6% |
| YTD | +34.4% | -13.8% | +48.2% | +37.1% |
| 1Y | +46.3% | -17.1% | +63.4% | +50.7% |
| 3Y | +145.5% | +22.7% | +122.8% | +119.9% |
| 5Y | +472.7% | +52.8% | +419.8% | +375.0% |
| 10Y | +2,049.9% | +244.6% | +1,805.3% | +1,353.0% |
| All | +2,049.9% | +248.1% | +1,801.9% | +1,353.0% |
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