+244.6%
TMUS vs LSCC
+1,498.6%
-1,253.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.4% | -8.5% | +0.9% |
| 7D | +8.2% | +14.5% | -6.3% | +6.7% |
| 30D | +13.4% | -0.1% | +13.4% | +12.9% |
| 3M | -3.0% | -2.7% | -0.4% | -3.5% |
| 6M | -8.8% | -4.8% | -4.0% | -10.0% |
| YTD | -13.8% | +66.9% | -80.7% | -21.4% |
| 1Y | -17.1% | +85.8% | -102.9% | -25.5% |
| 3Y | +22.7% | +115.6% | -92.9% | +2.3% |
| 5Y | +52.8% | +48.8% | +4.0% | +28.9% |
| 10Y | +244.6% | +1,490.3% | -1,245.7% | +73.2% |
| All | +244.6% | +1,498.6% | -1,253.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling