-29.1%
TRMB vs LTH
+156.3%
-185.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | -1.2% | -3.1% | +1.8% | -0.4% |
| 3M | +9.6% | +28.1% | -18.5% | +1.7% |
| 6M | -16.1% | +67.4% | -83.5% | -29.3% |
| YTD | -25.0% | +59.8% | -84.8% | -36.0% |
| 1Y | -27.7% | +45.6% | -73.3% | -36.6% |
| 3Y | +15.3% | +162.0% | -146.7% | -18.5% |
| All | -29.1% | +156.3% | -185.4% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling