+1,429.4%
TMUS vs LYB
+634.9%
+794.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +3.1% | +9.5% | -6.4% | +0.6% |
| 3M | +2.4% | +1.3% | +1.1% | +1.8% |
| 6M | -17.1% | -1.7% | -15.3% | -17.9% |
| YTD | -9.1% | +54.1% | -63.2% | -20.7% |
| 1Y | -23.6% | +25.7% | -49.3% | -30.1% |
| 3Y | +38.8% | -20.9% | +59.8% | +41.1% |
| 5Y | +43.0% | -1.5% | +44.5% | +32.5% |
| 10Y | +309.1% | +45.0% | +264.1% | +192.4% |
| All | +1,429.4% | +634.9% | +794.5% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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