+551.7%
LH vs TMF
-68.9%
+620.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -2.5% | -1.4% | -1.0% | -2.5% |
| 30D | +4.3% | -2.8% | +7.2% | +4.2% |
| 3M | +25.5% | -10.9% | +36.4% | +24.7% |
| 6M | +17.0% | -21.3% | +38.3% | +15.3% |
| YTD | +31.3% | -15.9% | +47.1% | +30.0% |
| 1Y | +20.0% | -15.7% | +35.7% | +18.9% |
| 3Y | +63.9% | -43.4% | +107.2% | +59.1% |
| 5Y | +30.9% | -87.8% | +118.6% | +10.9% |
| 10Y | +191.4% | -86.7% | +278.1% | +161.2% |
| All | +551.7% | -68.9% | +620.6% | +596.6% |
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 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