+5,083.9%
LITE vs TRMB
+152.2%
+4,931.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.2% |
| 30D | +6.7% | +1.5% | +5.1% | +4.9% |
| 3M | -6.8% | +6.8% | -13.5% | -12.6% |
| 6M | +29.4% | -14.9% | +44.4% | +38.5% |
| YTD | +139.1% | -24.1% | +163.2% | +170.9% |
| 1Y | +521.0% | -25.4% | +546.4% | +618.4% |
| 3Y | +1,535.3% | +8.0% | +1,527.3% | +1,474.7% |
| 5Y | +889.8% | -37.3% | +927.1% | +1,118.1% |
| 10Y | +2,400.7% | +116.8% | +2,283.9% | +1,691.4% |
| All | +5,083.9% | +152.2% | +4,931.6% | +3,585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling