-95.3%
LCID vs FHN
+208.8%
-304.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | +1.8% | +2.7% | -0.9% | +0.7% |
| 30D | -34.2% | -3.1% | -31.1% | -33.4% |
| 3M | -9.1% | +2.3% | -11.5% | -10.1% |
| 6M | -52.6% | +9.7% | -62.3% | -54.6% |
| YTD | -56.2% | +4.7% | -60.9% | -57.1% |
| 1Y | -74.9% | +13.8% | -88.6% | -76.2% |
| 3Y | -92.1% | +131.6% | -223.6% | -94.3% |
| 5Y | -97.6% | +91.1% | -188.7% | -98.2% |
| All | -95.3% | +208.8% | -304.1% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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