+498.1%
LDOS vs FHN
+11.9%
+486.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | +1.2% | -6.6% | -5.6% |
| 30D | +4.9% | -4.7% | +9.6% | +5.7% |
| 3M | +7.2% | +3.5% | +3.6% | +6.4% |
| 6M | -24.2% | +7.8% | -32.1% | -25.5% |
| YTD | -25.8% | +5.9% | -31.7% | -26.8% |
| 1Y | -24.7% | +12.5% | -37.2% | -26.7% |
| 3Y | +39.3% | +117.2% | -77.9% | +17.9% |
| 5Y | +43.3% | +86.5% | -43.2% | +20.8% |
| 10Y | +278.6% | +125.7% | +152.8% | +191.9% |
| All | +498.1% | +11.9% | +486.2% | +399.5% |
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 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