+3,113.9%
LII vs TCOM
+2,694.8%
+419.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.3% |
| 7D | -0.7% | -9.5% | +8.8% | +0.9% |
| 30D | -12.6% | -10.7% | -1.9% | -11.0% |
| 3M | -24.4% | -14.6% | -9.8% | -22.8% |
| 6M | -28.7% | -19.3% | -9.4% | -26.5% |
| YTD | -19.1% | -42.9% | +23.8% | -12.2% |
| 1Y | -29.7% | -43.8% | +14.1% | -23.5% |
| 3Y | +4.8% | +2.1% | +2.7% | 0.0% |
| 5Y | +24.6% | +31.2% | -6.7% | +7.6% |
| 10Y | +169.2% | -13.9% | +183.1% | +135.5% |
| All | +3,113.9% | +2,694.8% | +419.2% | +1,307.9% |
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