-96.7%
LCID vs FHN
+195.1%
-291.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -11.1% |
| 7D | +9.2% | +1.3% | +8.0% | +8.7% |
| 30D | -3.0% | +2.8% | -5.8% | -3.8% |
| 3M | -50.2% | -8.9% | -41.3% | -48.1% |
| 6M | -45.8% | -0.7% | -45.1% | -45.7% |
| YTD | -69.2% | +0.1% | -69.3% | -69.1% |
| 1Y | -80.4% | +10.4% | -90.8% | -81.1% |
| 3Y | -91.4% | +128.8% | -220.2% | -93.8% |
| 5Y | -99.3% | +61.5% | -160.7% | -99.4% |
| All | -96.7% | +195.1% | -291.8% | -97.5% |
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