+275.0%
LH vs TMF
-83.0%
+358.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +4.6% | +0.6% | +4.0% | +4.6% |
| 30D | +19.1% | +16.3% | +2.8% | +19.4% |
| 3M | +16.7% | -2.7% | +19.4% | +16.7% |
| 6M | +47.0% | -13.2% | +60.2% | +46.7% |
| YTD | +49.3% | -16.7% | +66.0% | +48.9% |
| 1Y | +48.6% | -22.7% | +71.3% | +47.9% |
| 3Y | +87.8% | -26.1% | +113.9% | +88.0% |
| 5Y | +65.0% | -88.4% | +153.5% | +41.0% |
| 10Y | +275.0% | -81.8% | +356.8% | +252.2% |
| All | +275.0% | -83.0% | +358.0% | +252.2% |
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