+222.0%
LHX vs TRMB
+121.9%
+100.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.5% |
| 7D | -4.3% | -3.0% | -1.2% | -3.6% |
| 30D | -15.1% | +2.3% | -17.5% | -15.6% |
| 3M | -21.0% | +15.3% | -36.3% | -23.7% |
| 6M | -32.0% | -14.7% | -17.3% | -29.9% |
| YTD | -15.3% | -26.4% | +11.1% | -10.0% |
| 1Y | -11.1% | -30.4% | +19.4% | -4.4% |
| 3Y | +54.0% | +13.5% | +40.5% | +44.7% |
| 5Y | +17.1% | -38.6% | +55.7% | +25.1% |
| All | +222.0% | +121.9% | +100.2% | +131.8% |
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