-10.3%
LEN vs TRMB
-37.5%
+27.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -8.9% | -1.2% | -7.6% | -8.4% |
| 3M | -10.9% | +9.6% | -20.5% | -14.7% |
| 6M | -19.7% | -16.1% | -3.5% | -13.9% |
| YTD | -20.6% | -25.0% | +4.4% | -10.9% |
| 1Y | -42.4% | -27.7% | -14.7% | -34.5% |
| 3Y | -26.5% | +15.3% | -41.8% | -36.3% |
| All | -10.3% | -37.5% | +27.3% | +3.4% |
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 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