+304.4%
TMUS vs LSCC
+1,772.4%
-1,468.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +5.3% | -9.7% | +14.9% | +6.2% |
| 3M | +3.1% | -23.7% | +26.8% | +5.1% |
| 6M | -16.5% | +26.5% | -42.9% | -20.4% |
| YTD | -9.2% | +57.5% | -66.7% | -16.2% |
| 1Y | -26.5% | +75.7% | -102.2% | -33.5% |
| 3Y | +39.0% | +19.5% | +19.6% | +28.1% |
| 5Y | +40.4% | +83.8% | -43.4% | +13.2% |
| All | +304.4% | +1,772.4% | -1,468.0% | +102.0% |
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