+14,182.2%
LMT vs TRMB
+3,381.2%
+10,801.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -6.3% | -2.5% | -3.7% | -6.1% |
| 30D | -8.5% | +1.5% | -10.0% | -8.7% |
| 3M | +1.8% | +6.8% | -4.9% | +1.1% |
| 6M | -19.9% | -14.9% | -5.0% | -19.0% |
| YTD | +10.6% | -24.1% | +34.7% | +12.9% |
| 1Y | +17.9% | -25.4% | +43.3% | +20.5% |
| 3Y | +27.0% | +8.0% | +18.9% | +24.4% |
| 5Y | +68.7% | -37.3% | +106.0% | +71.7% |
| 10Y | +181.1% | +116.8% | +64.3% | +153.9% |
| All | +14,182.2% | +3,381.2% | +10,801.0% | +9,570.9% |
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