+132.3%
FHN vs LUMN
+385.3%
-253.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.2% | +2.5% | -3.7% | -1.4% |
| 30D | -4.8% | +10.3% | -15.1% | -5.6% |
| 3M | -0.7% | -18.3% | +17.5% | +0.5% |
| 6M | +10.6% | +4.4% | +6.3% | +9.4% |
| YTD | +4.6% | -10.7% | +15.3% | +4.0% |
| 1Y | +11.4% | +14.0% | -2.6% | +7.5% |
| 3Y | +132.3% | +406.6% | -274.3% | +78.6% |
| All | +132.3% | +385.3% | -253.1% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling