+116.7%
TRMB vs LH
+183.3%
-66.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +0.6% |
| 7D | -3.0% | -4.7% | +1.7% | -0.5% |
| 30D | +2.3% | -3.5% | +5.8% | +4.2% |
| 3M | +15.3% | +17.7% | -2.4% | +5.5% |
| 6M | -14.7% | +15.8% | -30.5% | -21.5% |
| YTD | -26.4% | +25.1% | -51.5% | -35.4% |
| 1Y | -30.4% | +12.5% | -42.9% | -35.6% |
| 3Y | +13.5% | +59.8% | -46.2% | -15.2% |
| 5Y | -38.6% | +27.1% | -65.7% | -48.6% |
| All | +116.7% | +183.3% | -66.6% | +13.0% |
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