+1,533.3%
LITE vs TRMB
+105.8%
+1,427.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.0% |
| 7D | -12.9% | -17.0% | +4.1% | -3.0% |
| 30D | -46.0% | -9.0% | -37.0% | -43.3% |
| 3M | -33.0% | -8.1% | -24.9% | -31.1% |
| 6M | -34.0% | -10.1% | -24.0% | -32.9% |
| YTD | +61.7% | -30.2% | +92.0% | +92.8% |
| 1Y | +148.3% | -30.7% | +179.0% | +200.0% |
| 3Y | +1,408.5% | +32.6% | +1,375.9% | +1,170.4% |
| 5Y | +546.2% | -38.1% | +584.3% | +716.6% |
| 10Y | +1,533.3% | +98.9% | +1,434.4% | +916.0% |
| All | +1,533.3% | +105.8% | +1,427.5% | +916.0% |
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