+7,845.7%
LHX vs TRMB
+3,340.8%
+4,504.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -10.4% | -1.2% | -9.1% | -10.2% |
| 3M | -14.9% | +9.6% | -24.5% | -16.3% |
| 6M | -29.6% | -16.1% | -13.5% | -27.9% |
| YTD | -11.8% | -25.0% | +13.2% | -8.3% |
| 1Y | -5.1% | -27.7% | +22.6% | -0.8% |
| 3Y | +61.3% | +15.3% | +46.0% | +54.7% |
| 5Y | +22.4% | -37.4% | +59.8% | +27.0% |
| 10Y | +232.2% | +117.5% | +114.8% | +177.6% |
| All | +7,845.7% | +3,340.8% | +4,504.9% | +4,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling