-3.3%
LVS vs TRMB
+121.9%
-125.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -3.5% | -3.0% | -0.4% | -2.0% |
| 30D | -6.2% | +2.3% | -8.6% | -7.5% |
| 3M | -14.8% | +15.3% | -30.2% | -21.4% |
| 6M | -20.9% | -14.7% | -6.2% | -15.4% |
| YTD | -33.0% | -26.4% | -6.6% | -23.3% |
| 1Y | -20.0% | -30.4% | +10.4% | -6.0% |
| 3Y | -6.9% | +13.5% | -20.5% | -18.4% |
| 5Y | +9.1% | -38.6% | +47.7% | +29.9% |
| All | -3.3% | +121.9% | -125.2% | -37.8% |
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 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