+132.4%
LEN vs FHN
+81.8%
+50.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.8% | +2.1% | -7.9% | -6.4% |
| 30D | +13.7% | +3.8% | +9.9% | +12.5% |
| 3M | -3.9% | -8.9% | +5.1% | -0.9% |
| 6M | -0.4% | +1.8% | -2.2% | -0.9% |
| YTD | -16.8% | +0.6% | -17.4% | -17.1% |
| 1Y | -29.5% | +12.9% | -42.4% | -32.3% |
| 3Y | -25.6% | +126.4% | -152.0% | -44.3% |
| 5Y | -13.2% | +62.3% | -75.5% | -33.3% |
| All | +132.4% | +81.8% | +50.5% | +41.8% |
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