+459.1%
LITE vs TRMB
-38.8%
+497.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.6% | -17.9% |
| 7D | -44.6% | -17.9% | -26.7% | -37.6% |
| 30D | -55.0% | -12.0% | -43.0% | -51.7% |
| 3M | -38.3% | -8.4% | -29.9% | -36.4% |
| 6M | -48.8% | -21.5% | -27.2% | -42.0% |
| YTD | +38.3% | -31.5% | +69.8% | +71.9% |
| 1Y | +119.0% | -33.4% | +152.4% | +180.7% |
| 3Y | +1,092.0% | +26.5% | +1,065.5% | +930.0% |
| All | +459.1% | -38.8% | +497.9% | +579.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling