-22.5%
LEN vs TRMB
-31.2%
+8.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -17.3% | +24.4% | +10.8% |
| 7D | +10.5% | -15.7% | +26.2% | +13.4% |
| 30D | +24.6% | -7.8% | +32.4% | +23.9% |
| 3M | +6.6% | -9.3% | +15.9% | +6.4% |
| 6M | +10.6% | -20.8% | +31.5% | +13.4% |
| YTD | -8.3% | -30.8% | +22.4% | +0.4% |
| 1Y | -22.5% | -31.0% | +8.5% | -15.4% |
| All | -22.5% | -31.2% | +8.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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