+1,382.1%
LH vs FHN
+1,982.9%
-600.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.5% | +1.2% | -3.6% | -2.7% |
| 30D | +4.3% | -4.7% | +9.0% | +5.2% |
| 3M | +25.5% | +3.5% | +22.0% | +24.6% |
| 6M | +17.0% | +7.8% | +9.1% | +15.2% |
| YTD | +31.3% | +5.9% | +25.4% | +29.5% |
| 1Y | +20.0% | +12.5% | +7.5% | +16.8% |
| 3Y | +63.9% | +117.2% | -53.3% | +39.0% |
| 5Y | +30.9% | +86.5% | -55.7% | +9.7% |
| 10Y | +191.4% | +125.7% | +65.7% | +123.1% |
| All | +1,382.1% | +1,982.9% | -600.8% | +275.9% |
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