+1,013.6%
LH vs TCOM
+2,658.7%
-1,645.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -0.8% | -7.6% | +6.8% | -0.1% |
| 30D | +2.0% | -12.2% | +14.2% | +3.2% |
| 3M | +24.3% | -14.2% | +38.5% | +25.8% |
| 6M | +21.1% | -25.0% | +46.1% | +24.1% |
| YTD | +30.4% | -43.7% | +74.1% | +36.9% |
| 1Y | +18.4% | -44.5% | +62.9% | +24.4% |
| 3Y | +65.5% | +13.4% | +52.0% | +59.2% |
| 5Y | +29.9% | +26.5% | +3.4% | +19.5% |
| 10Y | +186.6% | -10.3% | +196.9% | +163.4% |
| All | +1,013.6% | +2,658.7% | -1,645.1% | +674.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling