+28.6%
LH vs TCOM
+29.4%
-0.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -4.7% | -4.9% | +0.2% | -4.5% |
| 30D | -3.5% | -14.4% | +10.9% | -2.9% |
| 3M | +17.7% | -17.7% | +35.4% | +18.6% |
| 6M | +15.8% | -25.1% | +40.9% | +17.1% |
| YTD | +25.1% | -45.7% | +70.8% | +28.0% |
| 1Y | +12.5% | -47.9% | +60.4% | +15.3% |
| 3Y | +59.8% | +8.9% | +50.8% | +57.4% |
| All | +28.6% | +29.4% | -0.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling