+10,399.3%
LEN vs FHN
+1,718.9%
+8,680.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | -8.7% | +1.3% | -10.0% | -9.3% |
| 30D | +11.6% | +2.8% | +8.7% | +10.3% |
| 3M | -1.3% | -8.9% | +7.7% | +3.2% |
| 6M | -1.4% | -0.7% | -0.7% | -1.2% |
| YTD | -16.9% | +0.1% | -16.9% | -17.2% |
| 1Y | -31.2% | +10.4% | -41.6% | -34.5% |
| 3Y | -25.6% | +128.8% | -154.4% | -52.5% |
| 5Y | -13.3% | +61.5% | -74.7% | -42.3% |
| 10Y | +138.4% | +83.0% | +55.3% | +27.8% |
| All | +10,399.3% | +1,718.9% | +8,680.5% | +2,445.6% |
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