-31.0%
TRMB vs LTH
+84.0%
-115.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.3% | -23.6% | -17.5% |
| 7D | -15.7% | +9.9% | -25.5% | -16.2% |
| 30D | -7.8% | +18.3% | -26.1% | -9.1% |
| 3M | -9.3% | +5.9% | -15.2% | -9.5% |
| 6M | -20.8% | +80.3% | -101.2% | -26.3% |
| YTD | -30.8% | +78.3% | -109.1% | -35.6% |
| 1Y | -31.0% | +81.0% | -112.0% | -36.3% |
| All | -31.0% | +84.0% | -115.0% | -36.3% |
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