+1,402.3%
LITE vs TRMB
+105.7%
+1,296.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.1% |
| 7D | -35.9% | -16.7% | -19.3% | -29.0% |
| 30D | -51.5% | -9.9% | -41.6% | -48.8% |
| 3M | -35.7% | -7.6% | -28.2% | -34.1% |
| 6M | -43.0% | -14.7% | -28.3% | -39.9% |
| YTD | +46.1% | -30.9% | +77.1% | +75.2% |
| 1Y | +124.7% | -31.3% | +156.1% | +172.8% |
| 3Y | +1,172.1% | +29.4% | +1,142.6% | +987.0% |
| 5Y | +477.0% | -37.4% | +514.4% | +622.9% |
| All | +1,402.3% | +105.7% | +1,296.6% | +806.4% |
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