+17.1%
LSCC vs TRMB
-38.8%
+56.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -7.7% |
| 7D | -4.8% | -17.9% | +13.1% | +8.2% |
| 30D | -27.1% | -12.0% | -15.1% | -22.1% |
| 3M | -23.6% | -8.4% | -15.2% | -21.9% |
| 6M | -19.8% | -21.5% | +1.7% | -8.6% |
| YTD | +33.2% | -31.5% | +64.8% | +69.8% |
| 1Y | +55.2% | -33.4% | +88.7% | +102.6% |
| 3Y | +70.1% | +26.5% | +43.6% | +22.7% |
| All | +17.1% | -38.8% | +56.0% | +82.5% |
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