-32.7%
TRMB vs LTH
+174.8%
-207.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | 0.0% |
| 7D | +4.1% | -4.6% | +8.7% | +5.4% |
| 30D | -7.0% | +14.8% | -21.8% | -11.1% |
| 3M | -0.9% | +3.9% | -4.8% | -2.8% |
| 6M | -1.2% | +35.5% | -36.7% | -10.6% |
| YTD | -28.7% | +71.3% | -100.1% | -40.8% |
| 1Y | -32.1% | +75.7% | -107.8% | -44.0% |
| 3Y | +33.4% | +231.9% | -198.5% | -12.2% |
| 5Y | -35.6% | +130.5% | -166.1% | -59.6% |
| All | -32.7% | +174.8% | -207.5% | -57.8% |
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