-17.7%
TMUS vs LII
-29.2%
+11.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +0.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | -3.4% | -4.6% | +1.2% | -3.3% |
| 3M | -9.5% | -21.2% | +11.8% | -9.1% |
| 6M | -15.2% | -36.4% | +21.3% | -14.7% |
| YTD | -18.9% | -28.9% | +10.0% | -17.8% |
| 1Y | -17.7% | -29.5% | +11.8% | -16.4% |
| All | -17.7% | -29.2% | +11.5% | -16.4% |
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