+88.0%
LH vs FHN
+130.0%
-42.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.5% | +1.3% | +1.2% | +2.2% |
| 30D | +18.7% | +2.8% | +15.9% | +18.0% |
| 3M | +15.3% | -8.9% | +24.3% | +17.5% |
| 6M | +45.4% | -0.7% | +46.1% | +45.4% |
| YTD | +49.5% | +0.1% | +49.4% | +48.9% |
| 1Y | +41.4% | +10.4% | +31.0% | +37.9% |
| All | +88.0% | +130.0% | -42.1% | +56.7% |
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