+320.5%
TMUS vs LNT
+501.8%
-181.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.3% | -3.2% | +8.4% | +7.0% |
| 3M | +3.1% | -4.1% | +7.2% | +5.3% |
| 6M | -16.5% | -4.6% | -11.9% | -14.6% |
| YTD | -9.2% | +7.0% | -16.2% | -12.9% |
| 1Y | -26.5% | +8.3% | -34.8% | -30.1% |
| 3Y | +39.0% | +51.0% | -12.0% | +8.2% |
| 5Y | +40.4% | +30.2% | +10.2% | +16.4% |
| 10Y | +303.7% | +143.6% | +160.1% | +109.1% |
| All | +320.5% | +501.8% | -181.3% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling