+18.5%
LHX vs FHN
+87.6%
-69.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | -12.7% | -2.6% | -10.1% | -12.4% |
| 3M | -17.6% | +0.8% | -18.5% | -17.8% |
| 6M | -30.7% | +9.2% | -40.0% | -31.8% |
| YTD | -14.3% | +5.1% | -19.5% | -15.2% |
| 1Y | -8.4% | +12.2% | -20.6% | -10.4% |
| 3Y | +56.7% | +132.4% | -75.7% | +33.2% |
| 5Y | +18.5% | +91.1% | -72.6% | +0.1% |
| All | +18.5% | +87.6% | -69.2% | +0.1% |
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