+237.8%
TMUS vs LVS
-10.5%
+248.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +7.7% | +10.0% | -2.3% | +6.3% |
| 3M | -6.8% | -11.0% | +4.2% | -5.4% |
| 6M | -9.7% | -20.1% | +10.5% | -7.1% |
| YTD | -15.0% | -36.3% | +21.4% | -10.2% |
| 1Y | -19.1% | -36.8% | +17.7% | -14.5% |
| 3Y | +21.4% | -9.5% | +31.0% | +18.8% |
| 5Y | +51.2% | +9.3% | +41.9% | +36.9% |
| All | +237.8% | -10.5% | +248.3% | +211.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling