+59.4%
LH vs TMF
-88.6%
+148.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.1% | -9.3% | +10.3% | +1.8% |
| 30D | +16.7% | +1.9% | +14.8% | +16.5% |
| 3M | +15.1% | -11.2% | +26.3% | +16.0% |
| 6M | +46.3% | -17.7% | +64.0% | +48.3% |
| YTD | +48.8% | -24.5% | +73.2% | +51.6% |
| 1Y | +39.7% | -29.4% | +69.1% | +43.0% |
| 3Y | +87.0% | -33.4% | +120.5% | +91.0% |
| All | +59.4% | -88.6% | +148.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling