+135.2%
LTH vs TCOM
+24.5%
+110.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | -4.0% | -10.2% | +6.2% | -1.7% |
| 30D | -1.7% | -16.8% | +15.2% | +2.4% |
| 3M | +28.0% | -16.7% | +44.7% | +32.6% |
| 6M | +54.1% | -27.1% | +81.1% | +64.7% |
| YTD | +57.1% | -45.5% | +102.6% | +78.6% |
| 1Y | +45.8% | -45.9% | +91.6% | +65.8% |
| 3Y | +157.6% | +9.8% | +147.8% | +134.0% |
| All | +135.2% | +24.5% | +110.7% | +92.2% |
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