+3,339.2%
TRMB vs LH
+948.9%
+2,390.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | -2.5% | -2.5% | -0.1% | -2.0% |
| 30D | +1.5% | +4.3% | -2.8% | +0.6% |
| 3M | +6.8% | +25.5% | -18.8% | +1.9% |
| 6M | -14.9% | +17.0% | -31.9% | -17.7% |
| YTD | -24.1% | +31.3% | -55.4% | -28.4% |
| 1Y | -25.4% | +20.0% | -45.4% | -28.4% |
| 3Y | +8.0% | +63.9% | -55.9% | -2.9% |
| 5Y | -37.3% | +30.9% | -68.2% | -41.2% |
| 10Y | +116.8% | +191.4% | -74.6% | +75.4% |
| All | +3,339.2% | +948.9% | +2,390.4% | +2,117.1% |
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