+29.9%
LH vs FHN
+88.9%
-59.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | +2.0% | -3.1% | +5.1% | +2.4% |
| 3M | +24.3% | +2.3% | +21.9% | +23.8% |
| 6M | +21.1% | +9.7% | +11.3% | +19.5% |
| YTD | +30.4% | +4.7% | +25.7% | +29.4% |
| 1Y | +18.4% | +13.8% | +4.6% | +16.0% |
| 3Y | +65.5% | +131.6% | -66.1% | +48.9% |
| 5Y | +29.9% | +91.1% | -61.3% | +19.6% |
| All | +29.9% | +88.9% | -59.1% | +19.6% |
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 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