+22.8%
LII vs TRMB
-38.8%
+61.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | +0.2% | -17.9% | +18.1% | +7.1% |
| 30D | -4.6% | -12.0% | +7.4% | -1.1% |
| 3M | -21.7% | -8.4% | -13.2% | -20.2% |
| 6M | -32.8% | -21.5% | -11.2% | -27.4% |
| YTD | -27.5% | -31.5% | +4.0% | -17.3% |
| 1Y | -28.0% | -33.4% | +5.4% | -16.9% |
| 3Y | -7.2% | +26.5% | -33.7% | -21.7% |
| All | +22.8% | -38.8% | +61.7% | +37.7% |
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 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