-25.6%
LEN vs TRMB
+34.4%
-60.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -8.7% | +4.1% | -12.8% | -9.8% |
| 30D | +11.6% | -7.0% | +18.5% | +12.2% |
| 3M | -1.3% | -0.9% | -0.3% | -2.9% |
| 6M | -1.4% | -1.2% | -0.2% | -3.2% |
| YTD | -16.9% | -28.7% | +11.9% | -9.3% |
| 1Y | -31.2% | -32.1% | +0.9% | -23.7% |
| All | -25.6% | +34.4% | -60.0% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling