+1,563.7%
LITE vs TCOM
+7.1%
+1,556.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | -9.5% | +8.0% | +1.4% |
| 30D | +6.7% | -10.7% | +17.4% | +10.0% |
| 3M | -6.8% | -14.6% | +7.9% | -3.0% |
| 6M | +29.4% | -19.3% | +48.8% | +36.9% |
| YTD | +139.1% | -42.9% | +182.0% | +182.6% |
| 1Y | +521.0% | -43.8% | +564.8% | +640.3% |
| All | +1,563.7% | +7.1% | +1,556.6% | +1,457.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling