+103.0%
LEN vs TRMB
+121.9%
-18.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.5% |
| 7D | -4.8% | -3.0% | -1.7% | -3.3% |
| 30D | -6.6% | +2.3% | -8.9% | -7.7% |
| 3M | -15.7% | +15.3% | -31.0% | -21.4% |
| 6M | -16.6% | -14.7% | -1.9% | -10.9% |
| YTD | -21.3% | -26.4% | +5.1% | -10.3% |
| 1Y | -42.0% | -30.4% | -11.6% | -32.4% |
| 3Y | -27.9% | +13.5% | -41.4% | -36.9% |
| 5Y | -10.7% | -38.6% | +27.9% | +5.0% |
| All | +103.0% | +121.9% | -18.8% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling