-12.1%
LEN vs TRMB
-36.0%
+23.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | -5.8% | +2.8% | -8.6% | -6.9% |
| 30D | +13.7% | -5.9% | +19.6% | +14.6% |
| 3M | -3.9% | -3.3% | -0.6% | -4.5% |
| 6M | -0.4% | +1.3% | -1.7% | -3.3% |
| YTD | -16.8% | -29.0% | +12.1% | -6.2% |
| 1Y | -29.5% | -27.8% | -1.7% | -21.1% |
| 3Y | -25.6% | +36.3% | -61.9% | -42.1% |
| All | -12.1% | -36.0% | +23.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling