+109.1%
LEN vs FHN
+125.8%
-16.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -5.7% | -2.6% | -3.1% | -4.9% |
| 3M | -12.2% | 0.0% | -12.3% | -12.3% |
| 6M | -18.3% | +9.2% | -27.5% | -20.5% |
| YTD | -20.2% | +4.3% | -24.5% | -21.4% |
| 1Y | -40.1% | +10.8% | -50.8% | -42.3% |
| 3Y | -26.2% | +130.7% | -156.9% | -45.1% |
| 5Y | -9.8% | +87.4% | -97.2% | -34.5% |
| 10Y | +109.1% | +126.9% | -17.7% | +20.6% |
| All | +109.1% | +125.8% | -16.7% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling