+171.3%
LII vs FHN
+131.7%
+39.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -12.6% | -4.7% | -7.9% | -11.5% |
| 3M | -24.4% | +3.5% | -28.0% | -25.1% |
| 6M | -28.7% | +7.8% | -36.5% | -29.9% |
| YTD | -19.1% | +5.9% | -25.0% | -20.3% |
| 1Y | -29.7% | +12.5% | -42.2% | -32.0% |
| 3Y | +4.8% | +117.2% | -112.4% | -15.1% |
| 5Y | +24.6% | +86.5% | -62.0% | -0.9% |
| All | +171.3% | +131.7% | +39.6% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling