+3,128.7%
TRMB vs LH
+1,094.6%
+2,034.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +4.1% | +2.5% | +1.6% | +3.6% |
| 30D | -7.0% | +18.7% | -25.7% | -10.4% |
| 3M | -0.9% | +15.3% | -16.3% | -4.1% |
| 6M | -1.2% | +45.4% | -46.6% | -8.8% |
| YTD | -28.7% | +49.5% | -78.2% | -34.7% |
| 1Y | -32.1% | +41.4% | -73.5% | -37.0% |
| 3Y | +33.4% | +87.6% | -54.2% | +16.4% |
| 5Y | -35.6% | +53.8% | -89.4% | -41.6% |
| 10Y | +103.8% | +266.2% | -162.4% | +57.8% |
| All | +3,128.7% | +1,094.6% | +2,034.1% | +1,920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling