+29.4%
LITE vs TRMB
-14.3%
+43.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | -1.5% | -2.5% | +1.0% | -2.1% |
| 30D | +6.7% | +1.5% | +5.1% | +7.9% |
| 3M | -6.8% | +6.8% | -13.5% | -0.6% |
| 6M | +29.4% | -14.9% | +44.4% | +66.2% |
| All | +29.4% | -14.3% | +43.8% | +66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling