-26.5%
LEN vs FHN
+134.1%
-160.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.5% |
| 7D | -2.9% | +2.7% | -5.5% | -3.7% |
| 30D | -8.9% | -3.1% | -5.8% | -7.9% |
| 3M | -10.9% | +2.3% | -13.2% | -11.7% |
| 6M | -19.7% | +9.7% | -29.4% | -22.0% |
| YTD | -20.6% | +4.7% | -25.3% | -22.0% |
| 1Y | -42.4% | +13.8% | -56.2% | -45.2% |
| 3Y | -26.5% | +131.6% | -158.1% | -47.7% |
| All | -26.5% | +134.1% | -160.7% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling