+460.5%
LRCX vs TMUS
+42.2%
+418.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | +9.5% | -5.3% | +14.9% | +9.7% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | -3.4% | -0.6% | -2.8% | -3.8% |
| 6M | +49.7% | -17.5% | +67.2% | +53.6% |
| YTD | +84.9% | -11.3% | +96.1% | +86.1% |
| 1Y | +200.8% | -25.4% | +226.2% | +217.4% |
| 3Y | +385.1% | +35.5% | +349.5% | +277.2% |
| 5Y | +460.5% | +41.9% | +418.6% | +344.1% |
| All | +460.5% | +42.2% | +418.3% | +344.1% |
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 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