+3,549.0%
LRCX vs TMUS
+330.9%
+3,218.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -8.6% | +3.5% | -12.1% | -10.0% |
| 3M | -17.7% | -1.3% | -16.4% | -19.1% |
| 6M | +36.4% | -13.6% | +50.0% | +40.8% |
| YTD | +74.5% | -8.8% | +83.3% | +73.9% |
| 1Y | +159.4% | -22.9% | +182.3% | +178.7% |
| 3Y | +361.6% | +36.7% | +324.9% | +239.4% |
| 5Y | +425.2% | +46.6% | +378.6% | +263.0% |
| All | +3,549.0% | +330.9% | +3,218.1% | +1,415.1% |
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 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