+50.9%
LVS vs TRMB
+626.6%
-575.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -3.9% | -1.2% | -2.7% | -3.5% |
| 3M | -12.9% | +9.6% | -22.5% | -18.0% |
| 6M | -16.9% | -16.1% | -0.8% | -9.9% |
| YTD | -31.2% | -25.0% | -6.3% | -21.1% |
| 1Y | -16.4% | -27.7% | +11.3% | -2.5% |
| 3Y | -4.4% | +15.3% | -19.7% | -18.1% |
| 5Y | +6.7% | -37.4% | +44.1% | +25.9% |
| 10Y | +1.4% | +117.5% | -116.0% | -46.5% |
| All | +50.9% | +626.6% | -575.6% | -63.9% |
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