+473.4%
LLY vs TMUS
+51.3%
+422.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +4.6% | +6.5% | -1.9% | +3.6% |
| 30D | +22.4% | +11.3% | +11.1% | +20.4% |
| 3M | +17.1% | -2.9% | +20.0% | +17.1% |
| 6M | +44.6% | -10.5% | +55.2% | +46.0% |
| YTD | +33.5% | -14.4% | +47.9% | +35.4% |
| 1Y | +41.1% | -17.9% | +59.0% | +44.3% |
| 3Y | +143.8% | +21.9% | +121.9% | +117.7% |
| 5Y | +473.4% | +52.1% | +421.2% | +396.8% |
| All | +473.4% | +51.3% | +422.1% | +396.8% |
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