+162.0%
LTH vs TCOM
+13.4%
+148.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +1.5% | -7.6% | +9.1% | +2.7% |
| 30D | -3.1% | -12.2% | +9.2% | -1.2% |
| 3M | +28.1% | -14.2% | +42.3% | +30.6% |
| 6M | +67.4% | -25.0% | +92.4% | +74.5% |
| YTD | +59.8% | -43.7% | +103.5% | +73.5% |
| 1Y | +45.6% | -44.5% | +90.1% | +58.4% |
| 3Y | +162.0% | +13.4% | +148.6% | +159.3% |
| All | +162.0% | +13.4% | +148.6% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling