+59.4%
LH vs FHN
+61.2%
-1.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.1% | +2.1% | -1.1% | +0.8% |
| 30D | +16.7% | +3.8% | +13.0% | +16.2% |
| 3M | +15.1% | -8.9% | +24.0% | +16.5% |
| 6M | +46.3% | +1.8% | +44.5% | +45.9% |
| YTD | +48.8% | +0.6% | +48.2% | +48.3% |
| 1Y | +39.7% | +12.9% | +26.8% | +37.2% |
| 3Y | +87.0% | +126.4% | -39.3% | +69.1% |
| All | +59.4% | +61.2% | -1.8% | +53.8% |
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