+144.6%
LLY vs TMUS
+20.7%
+123.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | +9.5% | -7.9% | +1.1% |
| 30D | +21.5% | +13.8% | +7.7% | +20.7% |
| 3M | +16.4% | -4.6% | +21.0% | +16.3% |
| 6M | +51.5% | -11.7% | +63.2% | +51.6% |
| YTD | +33.9% | -15.4% | +49.3% | +34.5% |
| 1Y | +49.1% | -16.1% | +65.2% | +49.8% |
| 3Y | +144.6% | +20.5% | +124.1% | +154.1% |
| All | +144.6% | +20.7% | +123.9% | +154.1% |
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 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