+320.5%
TMUS vs LII
+1,287.4%
-966.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +5.3% | -12.6% | +17.9% | +10.3% |
| 3M | +3.1% | -24.4% | +27.6% | +11.9% |
| 6M | -16.5% | -28.7% | +12.2% | -8.4% |
| YTD | -9.2% | -19.1% | +10.0% | -5.4% |
| 1Y | -26.5% | -29.7% | +3.2% | -19.8% |
| 3Y | +39.0% | +4.8% | +34.2% | +21.8% |
| 5Y | +40.4% | +24.6% | +15.8% | +9.9% |
| 10Y | +303.7% | +169.2% | +134.5% | +104.1% |
| All | +320.5% | +1,287.4% | -966.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling