+1,103.8%
LITE vs TRMB
+26.2%
+1,077.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.6% | -17.9% |
| 7D | -44.6% | -17.9% | -26.7% | -37.0% |
| 30D | -55.0% | -12.0% | -43.0% | -51.5% |
| 3M | -38.3% | -8.4% | -29.9% | -36.5% |
| 6M | -48.8% | -21.5% | -27.2% | -40.1% |
| YTD | +38.3% | -31.5% | +69.8% | +83.3% |
| 1Y | +119.0% | -33.4% | +152.4% | +202.3% |
| All | +1,103.8% | +26.2% | +1,077.6% | +719.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling