-26.2%
LII vs FHN
+14.6%
-40.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.6% |
| 7D | +7.9% | +2.3% | +5.6% | +6.6% |
| 30D | -0.6% | +1.6% | -2.2% | -1.4% |
| 3M | -19.3% | -8.4% | -11.0% | -15.5% |
| 6M | -29.8% | -2.3% | -27.6% | -28.8% |
| YTD | -25.4% | +1.5% | -26.9% | -27.4% |
| 1Y | -26.2% | +15.0% | -41.2% | -32.6% |
| All | -26.2% | +14.6% | -40.8% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling