+512.4%
LDOS vs FHN
+4.4%
+508.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | +16.4% | -0.9% | +17.3% | +16.6% |
| 3M | +7.4% | -11.0% | +18.5% | +9.7% |
| 6M | -0.3% | -5.4% | +5.1% | +0.6% |
| YTD | -24.0% | -1.2% | -22.8% | -24.0% |
| 1Y | -29.6% | +10.5% | -40.1% | -31.1% |
| 3Y | +35.1% | +115.1% | -80.0% | +14.8% |
| 5Y | +52.9% | +58.1% | -5.2% | +33.1% |
| 10Y | +262.2% | +114.9% | +147.4% | +182.2% |
| All | +512.4% | +4.4% | +508.0% | +418.2% |
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 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