-21.2%
TMUS vs LNT
+13.9%
-35.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.0% |
| 7D | +7.5% | +7.2% | +0.3% | +4.5% |
| 30D | -3.3% | +15.6% | -18.9% | -8.4% |
| 3M | -9.7% | +5.2% | -14.9% | -11.2% |
| 6M | -17.2% | +1.7% | -18.9% | -17.5% |
| YTD | -20.3% | +17.0% | -37.4% | -24.2% |
| 1Y | -21.2% | +14.2% | -35.5% | -24.2% |
| All | -21.2% | +13.9% | -35.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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