+125.5%
FHN vs LUMN
-55.8%
+181.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -1.2% | +2.5% | -3.7% | -1.6% |
| 30D | -4.8% | +10.3% | -15.1% | -6.3% |
| 3M | -0.7% | -18.3% | +17.5% | +1.7% |
| 6M | +10.6% | +4.4% | +6.3% | +8.1% |
| YTD | +4.6% | -10.7% | +15.3% | +3.1% |
| 1Y | +11.4% | +14.0% | -2.6% | +3.6% |
| 3Y | +132.3% | +406.6% | -274.3% | +29.6% |
| 5Y | +90.2% | -36.8% | +127.0% | +82.8% |
| All | +125.5% | -55.8% | +181.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling