+57.4%
LH vs TCOM
+7.1%
+50.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.4% |
| 7D | -7.4% | -6.5% | -0.9% | -7.2% |
| 30D | -4.6% | -16.2% | +11.6% | -4.1% |
| 3M | +14.5% | -19.3% | +33.8% | +15.2% |
| 6M | +14.8% | -27.2% | +42.0% | +15.8% |
| YTD | +23.3% | -46.2% | +69.4% | +25.3% |
| 1Y | +13.6% | -46.6% | +60.2% | +15.5% |
| All | +57.4% | +7.1% | +50.3% | +61.0% |
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