+38.8%
TMUS vs LVS
-6.1%
+44.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +3.1% | -3.9% | +7.0% | +3.2% |
| 3M | +2.4% | -12.9% | +15.3% | +2.7% |
| 6M | -17.1% | -16.9% | -0.1% | -16.8% |
| YTD | -9.1% | -31.2% | +22.2% | -7.9% |
| 1Y | -23.6% | -16.4% | -7.2% | -23.8% |
| 3Y | +38.8% | -4.4% | +43.3% | +32.7% |
| All | +38.8% | -6.1% | +44.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling