-10.3%
LEN vs FHN
+90.8%
-101.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.6% |
| 7D | -2.9% | +2.7% | -5.5% | -3.4% |
| 30D | -8.9% | -3.1% | -5.8% | -8.3% |
| 3M | -10.9% | +2.3% | -13.2% | -11.3% |
| 6M | -19.7% | +9.7% | -29.4% | -21.1% |
| YTD | -20.6% | +4.7% | -25.3% | -21.4% |
| 1Y | -42.4% | +13.8% | -56.2% | -44.0% |
| 3Y | -26.5% | +131.6% | -158.1% | -36.6% |
| All | -10.3% | +90.8% | -101.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling