+87.0%
LH vs TMF
-32.2%
+119.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.1% | -9.3% | +10.3% | +2.5% |
| 30D | +16.7% | +1.9% | +14.8% | +16.3% |
| 3M | +15.1% | -11.2% | +26.3% | +16.9% |
| 6M | +46.3% | -17.7% | +64.0% | +50.1% |
| YTD | +48.8% | -24.5% | +73.2% | +54.1% |
| 1Y | +39.7% | -29.4% | +69.1% | +46.0% |
| 3Y | +87.0% | -33.4% | +120.5% | +98.6% |
| All | +87.0% | -32.2% | +119.3% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling