+75.2%
LMT vs TRMB
-39.6%
+114.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.5% | -5.4% | +4.9% | -0.1% |
| 30D | -10.8% | -2.0% | -8.8% | -10.7% |
| 3M | +1.6% | +12.3% | -10.7% | +0.7% |
| 6M | -17.6% | -17.6% | +0.1% | -16.5% |
| YTD | +11.6% | -27.5% | +39.0% | +13.9% |
| 1Y | +17.2% | -29.1% | +46.3% | +19.8% |
| 3Y | +35.7% | +11.5% | +24.2% | +32.6% |
| 5Y | +75.2% | -39.5% | +114.7% | +78.7% |
| All | +75.2% | -39.6% | +114.8% | +78.7% |
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 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