+18.7%
LHX vs TRMB
-39.0%
+57.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -4.3% | -3.0% | -1.2% | -3.8% |
| 30D | -15.1% | +2.3% | -17.5% | -15.5% |
| 3M | -21.0% | +15.3% | -36.3% | -23.0% |
| 6M | -32.0% | -14.7% | -17.3% | -30.4% |
| YTD | -15.3% | -26.4% | +11.1% | -11.2% |
| 1Y | -11.1% | -30.4% | +19.4% | -5.9% |
| 3Y | +54.0% | +13.5% | +40.5% | +47.6% |
| All | +18.7% | -39.0% | +57.7% | +21.8% |
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 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