+290.8%
TMUS vs LVS
-28.1%
+318.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.3% |
| 7D | +5.3% | +5.2% | +0.2% | +4.5% |
| 30D | +13.5% | +12.0% | +1.6% | +11.6% |
| 3M | -4.2% | -11.5% | +7.3% | -2.5% |
| 6M | -11.9% | -23.2% | +11.3% | -8.5% |
| YTD | -15.6% | -36.7% | +21.1% | -10.3% |
| 1Y | -16.8% | -36.8% | +20.0% | -11.6% |
| 3Y | +20.8% | -10.5% | +31.3% | +19.1% |
| 5Y | +48.0% | +5.1% | +43.0% | +37.6% |
| 10Y | +234.7% | -14.0% | +248.7% | +207.5% |
| All | +290.8% | -28.1% | +318.9% | +215.7% |
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 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