-41.8%
LEN vs FHN
+11.4%
-53.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.8% |
| 7D | -7.8% | -0.8% | -7.0% | -7.4% |
| 30D | -11.0% | -2.6% | -8.4% | -10.2% |
| 3M | -12.8% | +0.8% | -13.6% | -13.3% |
| 6M | -20.2% | +9.2% | -29.4% | -22.8% |
| YTD | -23.0% | +5.1% | -28.1% | -25.4% |
| 1Y | -41.8% | +12.2% | -54.0% | -46.9% |
| All | -41.8% | +11.4% | -53.2% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling