+185.8%
LMT vs TRMB
+121.9%
+63.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | -13.1% | +2.3% | -15.4% | -13.4% |
| 3M | -3.9% | +15.3% | -19.2% | -6.3% |
| 6M | -18.3% | -14.7% | -3.6% | -16.4% |
| YTD | +10.3% | -26.4% | +36.7% | +15.5% |
| 1Y | +14.2% | -30.4% | +44.6% | +20.4% |
| 3Y | +35.0% | +13.5% | +21.5% | +27.4% |
| 5Y | +73.2% | -38.6% | +111.8% | +82.9% |
| All | +185.8% | +121.9% | +63.9% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling