+14.6%
TMUS vs LSCC
+69.3%
-54.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | +0.5% |
| 7D | +9.0% | -4.8% | +13.9% | +8.9% |
| 30D | -3.2% | -27.1% | +23.9% | -4.2% |
| 3M | -6.9% | -23.6% | +16.7% | -7.6% |
| 6M | -16.4% | -19.8% | +3.4% | -17.0% |
| YTD | -19.6% | +33.2% | -52.9% | -20.0% |
| 1Y | -19.9% | +55.2% | -75.1% | -20.4% |
| All | +14.6% | +69.3% | -54.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling