+43.0%
TMUS vs LNT
+35.5%
+7.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +3.1% | -1.1% | +4.2% | +3.5% |
| 3M | +2.4% | -3.6% | +6.0% | +3.8% |
| 6M | -17.1% | -2.7% | -14.4% | -16.4% |
| YTD | -9.1% | +8.0% | -17.1% | -11.9% |
| 1Y | -23.6% | +10.5% | -34.1% | -26.7% |
| 3Y | +38.8% | +49.6% | -10.7% | +19.0% |
| 5Y | +43.0% | +32.2% | +10.7% | +24.8% |
| All | +43.0% | +35.5% | +7.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling