-25.4%
TRMB vs LTH
+54.1%
-79.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | +1.5% | -4.6% | +6.1% | +2.1% |
| 3M | +6.8% | +32.8% | -26.0% | +4.0% |
| 6M | -14.9% | +64.6% | -79.6% | -21.2% |
| YTD | -24.1% | +62.6% | -86.7% | -29.5% |
| 1Y | -25.4% | +49.9% | -75.3% | -26.5% |
| All | -25.4% | +54.1% | -79.5% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling