+1,167.5%
LNT vs TCOM
+2,569.4%
-1,401.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | +0.2% | -10.2% | +10.4% | +0.9% |
| 30D | -0.5% | -16.8% | +16.3% | +0.7% |
| 3M | -5.5% | -16.7% | +11.2% | -4.5% |
| 6M | -3.8% | -27.1% | +23.3% | -2.0% |
| YTD | +6.8% | -45.5% | +52.3% | +10.7% |
| 1Y | +9.3% | -45.9% | +55.2% | +13.3% |
| 3Y | +47.9% | +9.8% | +38.2% | +44.1% |
| 5Y | +31.6% | +23.8% | +7.8% | +23.9% |
| 10Y | +150.1% | -10.8% | +160.9% | +133.8% |
| All | +1,167.5% | +2,569.4% | -1,401.9% | +719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling