+48.0%
TMUS vs LII
+23.0%
+25.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.9% |
| 7D | +5.3% | -1.2% | +6.5% | +5.5% |
| 30D | +13.5% | -2.0% | +15.5% | +13.7% |
| 3M | -4.2% | -20.2% | +16.0% | -1.6% |
| 6M | -11.9% | -32.5% | +20.6% | -8.1% |
| YTD | -15.6% | -27.4% | +11.8% | -13.3% |
| 1Y | -16.8% | -28.2% | +11.4% | -14.5% |
| 3Y | +20.8% | -7.2% | +28.0% | +13.1% |
| 5Y | +48.0% | +19.9% | +28.1% | +26.8% |
| All | +48.0% | +23.0% | +25.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling