+186.6%
LH vs TMF
-86.8%
+273.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | +2.0% | -1.8% | +3.8% | +2.0% |
| 3M | +24.3% | -8.2% | +32.5% | +24.1% |
| 6M | +21.1% | -19.5% | +40.6% | +20.7% |
| YTD | +30.4% | -16.0% | +46.4% | +30.2% |
| 1Y | +18.4% | -22.5% | +40.9% | +18.0% |
| 3Y | +65.5% | -42.3% | +107.7% | +63.5% |
| 5Y | +29.9% | -87.7% | +117.6% | +14.0% |
| 10Y | +186.6% | -86.5% | +273.2% | +189.9% |
| All | +186.6% | -86.8% | +273.5% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling