+630.8%
LH vs TMF
-69.2%
+700.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.5% |
| 30D | +17.5% | +19.7% | -2.2% | +18.7% |
| 3M | +16.1% | -2.1% | +18.2% | +16.0% |
| 6M | +43.4% | -13.4% | +56.8% | +42.2% |
| YTD | +47.2% | -16.7% | +63.9% | +45.8% |
| 1Y | +50.1% | -23.3% | +73.5% | +47.9% |
| 3Y | +81.2% | -24.8% | +106.0% | +80.0% |
| 5Y | +63.7% | -88.0% | +151.8% | +38.3% |
| 10Y | +269.2% | -84.7% | +353.9% | +236.5% |
| All | +630.8% | -69.2% | +700.0% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling