+291.7%
TMUS vs LNT
+553.4%
-261.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +9.5% | +1.6% | +7.9% | +8.6% |
| 30D | +13.8% | +12.1% | +1.7% | +7.0% |
| 3M | -4.6% | +8.2% | -12.8% | -8.7% |
| 6M | -11.7% | +3.6% | -15.3% | -13.6% |
| YTD | -15.4% | +16.2% | -31.6% | -22.5% |
| 1Y | -16.1% | +12.8% | -28.9% | -22.0% |
| 3Y | +20.5% | +66.5% | -46.0% | -11.0% |
| 5Y | +48.7% | +53.8% | -5.1% | +12.2% |
| 10Y | +240.8% | +182.5% | +58.3% | +61.6% |
| All | +291.7% | +553.4% | -261.7% | -7.8% |
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 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