-38.7%
TRMB vs LH
+28.2%
-66.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.7% |
| 7D | -2.9% | -3.2% | +0.3% | -1.2% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +8.4% | +18.6% | -10.2% | -0.8% |
| 6M | -18.5% | +17.9% | -36.5% | -25.3% |
| YTD | -26.7% | +28.9% | -55.7% | -36.4% |
| 1Y | -28.3% | +16.6% | -44.9% | -34.6% |
| 3Y | +12.6% | +63.6% | -51.0% | -17.0% |
| 5Y | -38.7% | +30.0% | -68.7% | -50.7% |
| All | -38.7% | +28.2% | -66.9% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling