+95.4%
TRMB vs LH
+261.9%
-166.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.8% | +1.1% | +1.8% | +2.3% |
| 30D | -5.9% | +16.7% | -22.6% | -14.0% |
| 3M | -3.3% | +15.1% | -18.4% | -11.2% |
| 6M | +1.3% | +46.3% | -45.0% | -18.6% |
| YTD | -29.0% | +48.8% | -77.8% | -43.9% |
| 1Y | -27.8% | +39.7% | -67.5% | -40.9% |
| 3Y | +36.3% | +87.0% | -50.7% | -7.4% |
| 5Y | -35.8% | +53.0% | -88.8% | -51.9% |
| All | +95.4% | +261.9% | -166.5% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling