+124.7%
LITE vs TRMB
-33.2%
+157.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.5% |
| 7D | -35.9% | -16.7% | -19.3% | -34.3% |
| 30D | -51.5% | -9.9% | -41.6% | -50.5% |
| 3M | -35.7% | -7.6% | -28.2% | -34.3% |
| 6M | -43.0% | -14.7% | -28.3% | -36.2% |
| YTD | +46.1% | -30.9% | +77.1% | +101.9% |
| 1Y | +124.7% | -31.3% | +156.1% | +218.7% |
| All | +124.7% | -33.2% | +157.9% | +218.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling