+5.0%
LVS vs TRMB
-36.0%
+41.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.8% | +2.8% | -3.7% | -2.0% |
| 30D | +10.0% | -5.9% | +15.9% | +10.6% |
| 3M | -11.0% | -3.3% | -7.7% | -11.9% |
| 6M | -20.1% | +1.3% | -21.5% | -23.2% |
| YTD | -36.3% | -29.0% | -7.4% | -28.0% |
| 1Y | -36.8% | -27.8% | -9.1% | -29.2% |
| 3Y | -9.5% | +36.3% | -45.8% | -28.9% |
| All | +5.0% | -36.0% | +41.0% | +25.8% |
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