+53.8%
LNT vs TCOM
+40.6%
+13.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.0% |
| 30D | +9.6% | +12.1% | -2.5% | +9.6% |
| 3M | +5.4% | -3.2% | +8.6% | +5.4% |
| 6M | +3.1% | -16.6% | +19.8% | +3.1% |
| YTD | +16.5% | -39.4% | +55.9% | +16.6% |
| 1Y | +12.3% | -41.5% | +53.8% | +12.4% |
| 3Y | +70.3% | +24.4% | +45.9% | +70.4% |
| All | +53.8% | +40.6% | +13.2% | +53.4% |
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