-16.1%
TMUS vs LSCC
+69.4%
-85.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | -0.1% |
| 7D | +9.5% | +5.0% | +4.5% | +10.2% |
| 30D | +13.8% | -11.7% | +25.5% | +12.8% |
| 3M | -4.6% | -13.3% | +8.7% | -5.3% |
| 6M | -11.7% | -12.5% | +0.8% | -12.0% |
| YTD | -15.4% | +51.2% | -66.6% | -11.3% |
| 1Y | -16.1% | +65.9% | -82.0% | -12.1% |
| All | -16.1% | +69.4% | -85.5% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling