-7.4%
LEN vs FHN
+60.9%
-68.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +13.0% | +2.1% | +10.9% | +12.6% |
| 3M | +1.9% | -6.0% | +7.9% | +3.2% |
| 6M | -0.7% | -2.9% | +2.2% | -0.1% |
| YTD | -13.8% | +0.7% | -14.5% | -14.0% |
| 1Y | -28.1% | +11.0% | -39.1% | -29.5% |
| 3Y | -22.8% | +130.3% | -153.1% | -32.8% |
| 5Y | -7.4% | +61.3% | -68.6% | -16.8% |
| All | -7.4% | +60.9% | -68.3% | -16.8% |
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 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