-29.7%
LII vs TCOM
-42.5%
+12.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.2% |
| 7D | -0.7% | -9.5% | +8.8% | -0.4% |
| 30D | -12.6% | -10.7% | -1.9% | -12.3% |
| 3M | -24.4% | -14.6% | -9.8% | -23.8% |
| 6M | -28.7% | -19.3% | -9.4% | -27.6% |
| YTD | -19.1% | -42.9% | +23.8% | -15.7% |
| 1Y | -29.7% | -43.8% | +14.1% | -27.0% |
| All | -29.7% | -42.5% | +12.8% | -27.0% |
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 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