-16.1%
TMUS vs LVS
-36.4%
+20.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | +9.5% | +6.7% | +2.8% | +9.8% |
| 30D | +13.8% | +13.8% | 0.0% | +14.7% |
| 3M | -4.6% | -9.5% | +4.9% | -6.2% |
| 6M | -11.7% | -22.0% | +10.3% | -15.3% |
| YTD | -15.4% | -35.7% | +20.3% | -20.0% |
| 1Y | -16.1% | -36.7% | +20.5% | -20.9% |
| All | -16.1% | -36.4% | +20.3% | -20.9% |
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