+47.6%
LDOS vs FHN
+61.2%
-13.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | +8.2% | +3.8% | +4.4% | +7.6% |
| 3M | -8.2% | -8.9% | +0.8% | -6.7% |
| 6M | +5.8% | +1.8% | +4.0% | +5.3% |
| YTD | -27.0% | +0.6% | -27.6% | -27.2% |
| 1Y | -31.0% | +12.9% | -43.9% | -32.6% |
| 3Y | +29.3% | +126.4% | -97.1% | +10.9% |
| All | +47.6% | +61.2% | -13.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling