+87.0%
LH vs TCOM
+26.7%
+60.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +1.1% | -1.8% | +2.8% | +1.1% |
| 30D | +16.7% | +12.1% | +4.7% | +16.3% |
| 3M | +15.1% | -3.2% | +18.3% | +15.2% |
| 6M | +46.3% | -16.6% | +63.0% | +47.2% |
| YTD | +48.8% | -39.4% | +88.2% | +50.9% |
| 1Y | +39.7% | -41.5% | +81.2% | +42.0% |
| 3Y | +87.0% | +24.4% | +62.7% | +89.0% |
| All | +87.0% | +26.7% | +60.4% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling