+2,790.8%
LII vs FHN
+45.3%
+2,745.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | -4.6% | +0.2% | -4.8% | -4.6% |
| 3M | -21.2% | -9.0% | -12.2% | -19.1% |
| 6M | -36.4% | -6.8% | -29.6% | -35.1% |
| YTD | -28.9% | -1.5% | -27.4% | -28.6% |
| 1Y | -29.5% | +10.9% | -40.5% | -31.6% |
| 3Y | -8.6% | +119.4% | -127.9% | -28.2% |
| 5Y | +20.2% | +57.5% | -37.3% | -2.4% |
| 10Y | +166.2% | +114.1% | +52.1% | +80.0% |
| All | +2,790.8% | +45.3% | +2,745.6% | +1,449.9% |
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