+392.1%
LRCX vs TMUS
+38.6%
+353.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +2.9% | +3.1% | -0.2% | +4.1% |
| 3M | -1.2% | +2.4% | -3.6% | +1.0% |
| 6M | +60.9% | -17.1% | +77.9% | +60.1% |
| YTD | +87.5% | -9.1% | +96.6% | +88.8% |
| 1Y | +206.6% | -23.6% | +230.3% | +211.2% |
| 3Y | +392.1% | +38.8% | +353.2% | +325.2% |
| All | +392.1% | +38.6% | +353.5% | +325.2% |
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