+139.3%
LTH vs TCOM
+28.7%
+110.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +1.5% | -7.6% | +9.1% | +3.3% |
| 30D | -3.1% | -12.2% | +9.2% | -0.3% |
| 3M | +28.1% | -14.2% | +42.3% | +31.8% |
| 6M | +67.4% | -25.0% | +92.4% | +77.8% |
| YTD | +59.8% | -43.7% | +103.5% | +80.3% |
| 1Y | +45.6% | -44.5% | +90.1% | +64.7% |
| 3Y | +162.0% | +13.4% | +148.6% | +136.3% |
| All | +139.3% | +28.7% | +110.6% | +94.0% |
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