-25.3%
LII vs FHN
+11.9%
-37.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | +2.9% | +2.1% | +0.8% | +1.6% |
| 30D | +0.9% | +3.8% | -2.9% | -1.1% |
| 3M | -15.5% | -8.9% | -6.6% | -11.0% |
| 6M | -30.2% | +1.8% | -32.0% | -30.4% |
| YTD | -26.8% | +0.6% | -27.4% | -28.6% |
| 1Y | -25.3% | +12.9% | -38.2% | -31.6% |
| All | -25.3% | +11.9% | -37.2% | -31.6% |
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