+1,587.5%
LITE vs TRMB
+96.4%
+1,491.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -13.9% | -16.6% | +2.6% | -4.4% |
| 30D | -46.9% | -8.9% | -38.0% | -44.4% |
| 3M | -28.0% | -6.3% | -21.7% | -26.9% |
| 6M | -35.2% | -10.0% | -25.3% | -34.1% |
| YTD | +58.9% | -30.1% | +89.0% | +89.3% |
| 1Y | +125.3% | -31.3% | +156.6% | +173.7% |
| 3Y | +1,344.4% | +30.8% | +1,313.6% | +1,126.2% |
| 5Y | +541.2% | -35.9% | +577.1% | +694.2% |
| 10Y | +1,587.5% | +101.7% | +1,485.8% | +963.6% |
| All | +1,587.5% | +96.4% | +1,491.1% | +963.6% |
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