+298.8%
TMUS vs LVS
-28.0%
+326.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.0% |
| 7D | +8.2% | -1.3% | +9.4% | +8.3% |
| 30D | +13.4% | +12.2% | +1.2% | +11.4% |
| 3M | -3.0% | -11.3% | +8.2% | -1.3% |
| 6M | -8.8% | -21.6% | +12.8% | -5.6% |
| YTD | -13.8% | -36.6% | +22.8% | -8.5% |
| 1Y | -17.1% | -38.4% | +21.3% | -11.6% |
| 3Y | +22.7% | -10.2% | +32.8% | +20.9% |
| 5Y | +52.8% | +9.4% | +43.4% | +41.1% |
| 10Y | +244.6% | -11.3% | +255.9% | +215.1% |
| All | +298.8% | -28.0% | +326.8% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling