+498.3%
LDOS vs FHN
+4.0%
+494.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -7.2% | -1.0% | -6.2% | -7.0% |
| 30D | +16.8% | +0.2% | +16.6% | +16.8% |
| 3M | -1.6% | -9.0% | +7.4% | +0.1% |
| 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% | -32.6% |
| 3Y | +32.8% | +119.4% | -86.6% | +12.4% |
| 5Y | +49.4% | +57.5% | -8.2% | +30.1% |
| 10Y | +253.9% | +114.1% | +139.8% | +175.9% |
| All | +498.3% | +4.0% | +494.3% | +406.6% |
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 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