+167.2%
LII vs TCOM
-9.7%
+177.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +2.1% | -7.6% | +9.7% | +3.0% |
| 30D | -12.4% | -12.2% | -0.2% | -11.1% |
| 3M | -24.8% | -14.2% | -10.6% | -23.7% |
| 6M | -25.2% | -25.0% | -0.2% | -22.7% |
| YTD | -20.3% | -43.7% | +23.4% | -15.0% |
| 1Y | -32.9% | -44.5% | +11.6% | -28.4% |
| 3Y | +2.0% | +13.4% | -11.4% | -2.7% |
| 5Y | +24.4% | +26.5% | -2.0% | +13.0% |
| 10Y | +167.2% | -10.3% | +177.5% | +135.2% |
| All | +167.2% | -9.7% | +177.0% | +135.2% |
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