+317.8%
TMUS vs LVS
+0.3%
+317.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -5.3% | -2.7% | -2.6% | -5.0% |
| 30D | +0.1% | -4.7% | +4.8% | +0.7% |
| 3M | -0.6% | -15.6% | +15.0% | +1.6% |
| 6M | -17.5% | -18.6% | +1.1% | -15.5% |
| YTD | -11.3% | -32.3% | +21.0% | -6.9% |
| 1Y | -25.4% | -18.0% | -7.4% | -24.3% |
| 3Y | +35.5% | -5.8% | +41.4% | +32.0% |
| 5Y | +41.9% | +5.7% | +36.2% | +29.4% |
| 10Y | +317.8% | 0.0% | +317.8% | +253.6% |
| All | +317.8% | +0.3% | +317.5% | +253.6% |
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