+47.2%
LH vs TMF
-23.9%
+71.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.5% | +3.5% |
| 7D | +2.1% | +4.0% | -1.9% | +1.4% |
| 30D | +19.2% | +19.5% | -0.3% | +15.4% |
| 3M | +18.0% | -3.5% | +21.5% | +18.4% |
| 6M | +46.1% | -10.6% | +56.7% | +47.7% |
| YTD | +47.7% | -17.1% | +64.8% | +51.1% |
| 1Y | +47.2% | -24.3% | +71.5% | +51.3% |
| All | +47.2% | -23.9% | +71.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling