+4.0%
LII vs TRMB
+13.5%
-9.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | -12.6% | +1.5% | -14.1% | -13.1% |
| 3M | -24.4% | +6.8% | -31.2% | -26.3% |
| 6M | -28.7% | -14.9% | -13.8% | -25.1% |
| YTD | -19.1% | -24.1% | +5.0% | -11.7% |
| 1Y | -29.7% | -25.4% | -4.3% | -22.9% |
| All | +4.0% | +13.5% | -9.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling