+168.6%
LII vs TRMB
+105.8%
+62.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -1.2% | -17.0% | +15.8% | +5.0% |
| 30D | -2.0% | -9.0% | +7.0% | +0.4% |
| 3M | -20.2% | -8.1% | -12.1% | -18.8% |
| 6M | -32.5% | -10.1% | -22.5% | -31.0% |
| YTD | -27.4% | -30.2% | +2.8% | -18.4% |
| 1Y | -28.2% | -30.7% | +2.5% | -19.2% |
| 3Y | -7.2% | +32.6% | -39.9% | -21.0% |
| 5Y | +19.9% | -38.1% | +58.1% | +34.1% |
| 10Y | +168.6% | +98.9% | +69.7% | +89.8% |
| All | +168.6% | +105.8% | +62.8% | +89.8% |
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