+41.0%
TMUS vs LSCC
+26.3%
+14.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.8% |
| 7D | +3.6% | +13.0% | -9.4% | +3.3% |
| 30D | -3.4% | -19.8% | +16.5% | -2.9% |
| 3M | -9.5% | -18.4% | +8.9% | -9.1% |
| 6M | -15.2% | -16.1% | +0.9% | -15.4% |
| YTD | -18.9% | +42.7% | -61.7% | -21.8% |
| 1Y | -17.7% | +68.0% | -85.7% | -21.5% |
| 3Y | +15.6% | +85.8% | -70.2% | +5.5% |
| All | +41.0% | +26.3% | +14.6% | +25.7% |
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