-26.5%
TMUS vs LVS
-18.2%
-8.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.5% |
| 7D | +0.1% | -1.5% | +1.6% | -0.1% |
| 30D | +5.3% | -3.2% | +8.5% | +4.8% |
| 3M | +3.1% | -12.0% | +15.1% | +1.3% |
| 6M | -16.5% | -19.9% | +3.4% | -18.8% |
| YTD | -9.2% | -30.6% | +21.5% | -12.8% |
| 1Y | -26.5% | -17.7% | -8.7% | -28.1% |
| All | -26.5% | -18.2% | -8.3% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling