+7,679.3%
LHX vs FHN
+1,803.6%
+5,875.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.5% | +2.7% | -5.2% | -3.1% |
| 30D | -10.4% | -3.1% | -7.3% | -9.7% |
| 3M | -14.9% | +2.3% | -17.3% | -15.5% |
| 6M | -29.6% | +9.7% | -39.4% | -31.2% |
| YTD | -11.8% | +4.7% | -16.5% | -13.0% |
| 1Y | -5.1% | +13.8% | -18.8% | -8.3% |
| 3Y | +61.3% | +131.6% | -70.3% | +29.0% |
| 5Y | +22.4% | +91.1% | -68.7% | -2.1% |
| 10Y | +232.2% | +126.6% | +105.6% | +136.6% |
| All | +7,679.3% | +1,803.6% | +5,875.7% | +2,403.0% |
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