+2,527.5%
TFC vs LH
+1,382.1%
+1,145.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +2.4% | -2.5% | +4.9% | +2.9% |
| 30D | -1.3% | +4.3% | -5.6% | -2.1% |
| 3M | +6.1% | +25.5% | -19.5% | +1.6% |
| 6M | +7.3% | +17.0% | -9.6% | +4.1% |
| YTD | +8.2% | +31.3% | -23.1% | +2.7% |
| 1Y | +14.4% | +20.0% | -5.5% | +10.3% |
| 3Y | +93.7% | +63.9% | +29.9% | +76.3% |
| 5Y | +16.4% | +30.9% | -14.5% | +9.8% |
| 10Y | +101.6% | +191.4% | -89.8% | +66.4% |
| All | +2,527.5% | +1,382.1% | +1,145.4% | +1,488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling