+32.4%
LNT vs TCOM
+21.5%
+10.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -1.1% | -6.5% | +5.4% | -1.1% |
| 30D | -1.9% | -16.2% | +14.3% | -2.0% |
| 3M | -7.2% | -19.3% | +12.1% | -7.2% |
| 6M | -3.9% | -27.2% | +23.3% | -3.9% |
| YTD | +5.9% | -46.2% | +52.0% | +5.9% |
| 1Y | +8.4% | -46.6% | +55.0% | +8.4% |
| 3Y | +46.6% | +8.4% | +38.2% | +46.8% |
| 5Y | +32.4% | +25.8% | +6.6% | +30.4% |
| All | +32.4% | +21.5% | +10.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling