+10,331.5%
LEN vs FHN
+1,824.4%
+8,507.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -4.9% | -4.7% | -0.2% | -2.8% |
| 3M | -8.5% | +3.5% | -12.0% | -10.1% |
| 6M | -20.7% | +7.8% | -28.5% | -23.5% |
| YTD | -17.4% | +5.9% | -23.3% | -20.0% |
| 1Y | -38.2% | +12.5% | -50.7% | -42.2% |
| 3Y | -24.9% | +117.2% | -142.1% | -51.0% |
| 5Y | -11.4% | +86.5% | -98.0% | -45.3% |
| 10Y | +110.0% | +125.7% | -15.7% | +0.5% |
| All | +10,331.5% | +1,824.4% | +8,507.1% | +2,360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling