+238.4%
TMUS vs LSCC
+1,244.7%
-1,006.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.2% |
| 7D | +3.6% | +13.0% | -9.4% | +2.3% |
| 30D | -3.4% | -19.8% | +16.5% | -1.7% |
| 3M | -9.5% | -18.4% | +8.9% | -8.3% |
| 6M | -15.2% | -16.1% | +0.9% | -15.4% |
| YTD | -18.9% | +42.7% | -61.7% | -24.9% |
| 1Y | -17.7% | +68.0% | -85.7% | -25.5% |
| 3Y | +15.6% | +85.8% | -70.2% | -2.3% |
| 5Y | +38.9% | +28.0% | +10.9% | +18.7% |
| All | +238.4% | +1,244.7% | -1,006.3% | +72.2% |
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