-34.0%
TRMB vs LTH
+183.0%
-217.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | -17.0% | +7.0% | -24.0% | -18.9% |
| 30D | -9.0% | +15.4% | -24.4% | -13.2% |
| 3M | -8.1% | +7.0% | -15.1% | -10.6% |
| 6M | -10.1% | +46.9% | -56.9% | -20.5% |
| YTD | -30.2% | +76.4% | -106.6% | -42.5% |
| 1Y | -30.7% | +83.7% | -114.4% | -43.6% |
| 3Y | +32.6% | +248.9% | -216.3% | -14.0% |
| 5Y | -38.1% | +141.8% | -180.0% | -61.6% |
| All | -34.0% | +183.0% | -217.0% | -59.0% |
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