-26.2%
LII vs TCOM
-39.6%
+13.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.4% |
| 7D | +7.9% | +10.7% | -2.8% | +7.3% |
| 30D | -0.6% | +10.1% | -10.7% | -1.1% |
| 3M | -19.3% | -8.9% | -10.5% | -19.5% |
| 6M | -29.8% | -19.2% | -10.7% | -28.8% |
| YTD | -25.4% | -40.6% | +15.2% | -22.9% |
| 1Y | -26.2% | -39.0% | +12.8% | -23.8% |
| All | -26.2% | -39.6% | +13.4% | -23.8% |
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