+239.9%
TMUS vs LII
+166.1%
+73.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +11.3% | -0.6% | +11.8% | +11.1% |
| 3M | -2.9% | -17.0% | +14.1% | +0.5% |
| 6M | -10.5% | -31.1% | +20.6% | -5.0% |
| YTD | -14.4% | -27.7% | +13.3% | -10.7% |
| 1Y | -17.9% | -26.2% | +8.3% | -14.8% |
| 3Y | +21.9% | -9.6% | +31.5% | +15.0% |
| 5Y | +52.1% | +15.7% | +36.5% | +29.9% |
| All | +239.9% | +166.1% | +73.8% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling