+33.6%
LNT vs TRMB
-39.0%
+72.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.5% |
| 30D | -0.5% | -1.8% | +1.3% | -0.4% |
| 3M | -5.5% | +8.4% | -13.9% | -6.6% |
| 6M | -3.8% | -18.5% | +14.7% | -1.6% |
| YTD | +6.8% | -26.7% | +33.6% | +10.7% |
| 1Y | +9.3% | -28.3% | +37.6% | +13.4% |
| 3Y | +47.9% | +12.6% | +35.3% | +41.0% |
| All | +33.6% | -39.0% | +72.7% | +29.8% |
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