-95.3%
LCID vs FHN
+212.2%
-307.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -6.6% | +1.2% | -7.8% | -7.0% |
| 30D | -30.1% | -4.7% | -25.4% | -28.8% |
| 3M | -17.6% | +3.5% | -21.2% | -18.9% |
| 6M | -54.4% | +7.8% | -62.2% | -56.0% |
| YTD | -55.7% | +5.9% | -61.6% | -56.8% |
| 1Y | -71.0% | +12.5% | -83.5% | -72.5% |
| 3Y | -92.6% | +117.2% | -209.8% | -94.6% |
| 5Y | -97.6% | +86.5% | -184.2% | -98.2% |
| All | -95.3% | +212.2% | -307.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling