+42.0%
TMUS vs LSCC
+82.7%
-40.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.5% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +5.3% | -9.7% | +14.9% | +5.6% |
| 3M | +3.1% | -23.7% | +26.8% | +3.9% |
| 6M | -16.5% | +26.5% | -42.9% | -18.4% |
| YTD | -9.2% | +57.5% | -66.7% | -12.7% |
| 1Y | -26.5% | +75.7% | -102.2% | -30.1% |
| 3Y | +39.0% | +19.5% | +19.6% | +35.4% |
| All | +42.0% | +82.7% | -40.7% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling