+132.3%
LEN vs TRMB
+103.0%
+29.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | -8.7% | +4.1% | -12.8% | -10.4% |
| 30D | +11.6% | -7.0% | +18.5% | +13.4% |
| 3M | -1.3% | -0.9% | -0.3% | -2.8% |
| 6M | -1.4% | -1.2% | -0.2% | -3.2% |
| YTD | -16.9% | -28.7% | +11.9% | -5.5% |
| 1Y | -31.2% | -32.1% | +0.9% | -19.9% |
| 3Y | -25.6% | +33.4% | -59.0% | -40.7% |
| 5Y | -13.3% | -35.6% | +22.3% | -2.1% |
| All | +132.3% | +103.0% | +29.3% | +50.0% |
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