+15.6%
TFC vs LH
+31.3%
-15.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +2.2% | -0.8% | +3.1% | +2.7% |
| 30D | -2.5% | +2.0% | -4.5% | -3.5% |
| 3M | +4.5% | +24.3% | -19.7% | -6.2% |
| 6M | +11.0% | +21.1% | -10.1% | +0.6% |
| YTD | +5.9% | +30.4% | -24.6% | -7.7% |
| 1Y | +14.6% | +18.4% | -3.8% | +4.4% |
| 3Y | +96.7% | +65.5% | +31.3% | +49.4% |
| 5Y | +15.6% | +29.9% | -14.3% | -9.3% |
| All | +15.6% | +31.3% | -15.7% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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