+2,864.9%
LII vs FHN
+48.3%
+2,816.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | -18.3% | -6.8% | -11.5% | -16.6% |
| 6M | -32.3% | -0.8% | -31.6% | -32.1% |
| YTD | -27.1% | +0.6% | -27.7% | -27.2% |
| 1Y | -27.2% | +11.5% | -38.7% | -29.4% |
| 3Y | -8.9% | +130.0% | -138.9% | -29.5% |
| 5Y | +19.7% | +60.8% | -41.1% | -3.4% |
| 10Y | +168.9% | +84.0% | +84.9% | +90.5% |
| All | +2,864.9% | +48.3% | +2,816.5% | +1,480.2% |
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