+236.4%
LDOS vs FHN
+90.7%
+145.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +10.1% | +2.0% | +8.1% | +9.6% |
| 3M | -4.7% | -6.8% | +2.2% | -3.0% |
| 6M | +5.6% | -0.8% | +6.3% | +5.6% |
| YTD | -25.1% | +0.6% | -25.7% | -25.5% |
| 1Y | -31.7% | +11.5% | -43.2% | -33.8% |
| 3Y | +33.7% | +130.0% | -96.3% | +4.9% |
| 5Y | +54.4% | +60.8% | -6.4% | +26.1% |
| 10Y | +236.4% | +84.0% | +152.4% | +137.2% |
| All | +236.4% | +90.7% | +145.8% | +137.2% |
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