-21.2%
TMUS vs LII
-26.0%
+4.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +3.0% |
| 7D | +7.5% | +7.9% | -0.4% | +7.3% |
| 30D | -3.3% | -0.6% | -2.7% | -3.3% |
| 3M | -9.7% | -19.3% | +9.7% | -9.4% |
| 6M | -17.2% | -29.8% | +12.6% | -17.2% |
| YTD | -20.3% | -25.4% | +5.1% | -19.4% |
| 1Y | -21.2% | -26.2% | +5.0% | -20.1% |
| All | -21.2% | -26.0% | +4.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling