-35.6%
TRMB vs LH
+54.4%
-90.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.1% | +2.5% | +1.6% | +2.9% |
| 30D | -7.0% | +18.7% | -25.7% | -15.2% |
| 3M | -0.9% | +15.3% | -16.3% | -8.5% |
| 6M | -1.2% | +45.4% | -46.6% | -19.2% |
| YTD | -28.7% | +49.5% | -78.2% | -43.1% |
| 1Y | -32.1% | +41.4% | -73.5% | -44.1% |
| 3Y | +33.4% | +87.6% | -54.2% | -8.8% |
| 5Y | -35.6% | +53.8% | -89.4% | -53.7% |
| All | -35.6% | +54.4% | -90.0% | -53.7% |
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