+125.3%
LITE vs TRMB
-31.2%
+156.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | -16.6% | +2.6% | -11.9% |
| 30D | -46.9% | -8.9% | -38.0% | -45.9% |
| 3M | -28.0% | -6.3% | -21.7% | -26.7% |
| 6M | -35.2% | -10.0% | -25.3% | -29.9% |
| YTD | +58.9% | -30.1% | +89.0% | +117.8% |
| 1Y | +125.3% | -31.3% | +156.6% | +225.5% |
| All | +125.3% | -31.2% | +156.5% | +225.5% |
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