-31.0%
TRMB vs LH
+44.2%
-75.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.9% | -21.2% | -18.1% |
| 7D | -15.7% | +2.1% | -17.8% | -16.0% |
| 30D | -7.8% | +19.2% | -26.9% | -12.4% |
| 3M | -9.3% | +18.0% | -27.3% | -13.7% |
| 6M | -20.8% | +46.1% | -66.9% | -28.6% |
| YTD | -30.8% | +47.7% | -78.4% | -38.4% |
| 1Y | -31.0% | +47.2% | -78.2% | -38.6% |
| All | -31.0% | +44.2% | -75.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling