+144.2%
LNT vs TCOM
-9.8%
+154.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.0% | -4.9% | +3.9% | -1.0% |
| 30D | -4.2% | -14.4% | +10.1% | -4.0% |
| 3M | -6.7% | -17.7% | +11.0% | -6.4% |
| 6M | -3.6% | -25.1% | +21.5% | -3.1% |
| YTD | +5.9% | -45.7% | +51.6% | +7.0% |
| 1Y | +7.3% | -47.9% | +55.1% | +8.5% |
| 3Y | +46.5% | +8.9% | +37.5% | +45.2% |
| 5Y | +32.5% | +26.9% | +5.6% | +30.4% |
| All | +144.2% | -9.8% | +154.0% | +125.5% |
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