+165.9%
LII vs TCOM
+5.9%
+160.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | +2.9% | -1.8% | +4.7% | +3.2% |
| 30D | +0.9% | +12.1% | -11.2% | -0.5% |
| 3M | -15.5% | -3.2% | -12.3% | -15.3% |
| 6M | -30.2% | -16.6% | -13.6% | -28.9% |
| YTD | -26.8% | -39.4% | +12.6% | -22.8% |
| 1Y | -25.3% | -41.5% | +16.2% | -20.8% |
| 3Y | -7.8% | +24.4% | -32.1% | -13.0% |
| 5Y | +17.0% | +41.6% | -24.6% | +4.9% |
| All | +165.9% | +5.9% | +160.1% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling