-96.4%
LCID vs FHN
+196.6%
-292.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.5% |
| 7D | +20.0% | -0.5% | +20.5% | +20.5% |
| 30D | -5.0% | +1.9% | -7.0% | -5.5% |
| 3M | -48.9% | -6.9% | -41.9% | -47.2% |
| 6M | -43.2% | -3.1% | -40.1% | -42.5% |
| YTD | -65.9% | +0.6% | -66.5% | -66.0% |
| 1Y | -79.2% | +12.4% | -91.5% | -80.0% |
| 3Y | -90.4% | +133.7% | -224.1% | -93.1% |
| 5Y | -99.2% | +61.4% | -160.6% | -99.4% |
| All | -96.4% | +196.6% | -292.9% | -97.3% |
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