+132.3%
LEN vs FHN
+80.9%
+51.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -8.7% | +1.3% | -10.0% | -9.1% |
| 30D | +11.6% | +2.8% | +8.7% | +10.7% |
| 3M | -1.3% | -8.9% | +7.7% | +1.8% |
| 6M | -1.4% | -0.7% | -0.7% | -1.2% |
| YTD | -16.9% | +0.1% | -16.9% | -17.0% |
| 1Y | -31.2% | +10.4% | -41.6% | -33.4% |
| 3Y | -25.6% | +128.8% | -154.4% | -44.5% |
| 5Y | -13.3% | +61.5% | -74.7% | -33.2% |
| All | +132.3% | +80.9% | +51.4% | +42.0% |
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