+60.4%
LH vs TMF
-88.0%
+148.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +17.5% | +19.7% | -2.2% | +15.9% |
| 3M | +16.1% | -2.1% | +18.2% | +16.1% |
| 6M | +43.4% | -13.4% | +56.8% | +44.7% |
| YTD | +47.2% | -16.7% | +63.9% | +48.8% |
| 1Y | +50.1% | -23.3% | +73.5% | +52.6% |
| 3Y | +81.2% | -24.8% | +106.0% | +83.5% |
| All | +60.4% | -88.0% | +148.3% | +60.7% |
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