+2,725.0%
LII vs TCOM
+2,922.3%
-197.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.2% |
| 7D | -0.6% | +12.1% | -12.7% | -2.5% |
| 30D | -4.6% | +16.5% | -21.1% | -7.0% |
| 3M | -21.2% | -4.0% | -17.2% | -20.8% |
| 6M | -36.4% | -18.5% | -17.9% | -34.6% |
| YTD | -28.9% | -38.3% | +9.4% | -23.8% |
| 1Y | -29.5% | -36.6% | +7.1% | -24.8% |
| 3Y | -8.6% | +31.1% | -39.7% | -16.3% |
| 5Y | +20.2% | +47.6% | -27.4% | +2.0% |
| 10Y | +166.2% | +5.1% | +161.2% | +124.8% |
| All | +2,725.0% | +2,922.3% | -197.3% | +1,121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling