-31.1%
LDOS vs FHN
+10.6%
-41.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -7.2% | -1.0% | -6.2% | -6.9% |
| 30D | +16.8% | +0.2% | +16.6% | +16.8% |
| 3M | -1.6% | -9.0% | +7.4% | +0.8% |
| 6M | -1.0% | -6.8% | +5.9% | +0.2% |
| YTD | -25.8% | -1.5% | -24.3% | -25.7% |
| 1Y | -31.1% | +10.9% | -42.0% | -34.6% |
| All | -31.1% | +10.6% | -41.7% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling