+7.3%
LNT vs TCOM
-46.9%
+54.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | -1.0% | -4.9% | +3.9% | -1.4% |
| 30D | -4.2% | -14.4% | +10.1% | -5.4% |
| 3M | -6.7% | -17.7% | +11.0% | -7.9% |
| 6M | -3.6% | -25.1% | +21.5% | -5.5% |
| YTD | +5.9% | -45.7% | +51.6% | +1.3% |
| 1Y | +7.3% | -47.9% | +55.1% | +1.3% |
| All | +7.3% | -46.9% | +54.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling