+47.2%
LH vs TCOM
-39.6%
+86.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.8% | +4.0% |
| 7D | +2.1% | +10.7% | -8.6% | +2.4% |
| 30D | +19.2% | +10.1% | +9.1% | +19.5% |
| 3M | +18.0% | -8.9% | +26.9% | +17.8% |
| 6M | +46.1% | -19.2% | +65.2% | +44.9% |
| YTD | +47.7% | -40.6% | +88.3% | +40.2% |
| 1Y | +47.2% | -39.0% | +86.3% | +38.6% |
| All | +47.2% | -39.6% | +86.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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