+320.5%
TMUS vs LSCC
+1,915.7%
-1,595.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +5.3% | -9.7% | +14.9% | +7.0% |
| 3M | +3.1% | -23.7% | +26.8% | +6.5% |
| 6M | -16.5% | +26.5% | -42.9% | -22.8% |
| YTD | -9.2% | +57.5% | -66.7% | -20.3% |
| 1Y | -26.5% | +75.7% | -102.2% | -37.5% |
| 3Y | +39.0% | +19.5% | +19.6% | +19.4% |
| 5Y | +40.4% | +83.8% | -43.4% | +2.0% |
| 10Y | +303.7% | +1,772.4% | -1,468.7% | +45.4% |
| All | +320.5% | +1,915.7% | -1,595.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling