-16.4%
TMUS vs LSCC
-19.6%
+3.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.6% | +9.5% | -0.8% |
| 7D | +9.0% | -4.8% | +13.9% | +8.5% |
| 30D | -3.2% | -27.1% | +23.9% | -7.7% |
| 3M | -6.9% | -23.6% | +16.7% | -10.2% |
| 6M | -16.4% | -19.8% | +3.4% | -19.6% |
| All | -16.4% | -19.6% | +3.2% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling