+361.3%
LIN vs FHN
+125.4%
+235.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -2.4% | -4.7% | +2.3% | -1.5% |
| 3M | -5.6% | +3.5% | -9.1% | -6.3% |
| 6M | -3.4% | +7.8% | -11.2% | -5.1% |
| YTD | +13.1% | +5.9% | +7.2% | +11.2% |
| 1Y | +2.5% | +12.5% | -10.0% | -0.8% |
| 3Y | +27.6% | +117.2% | -89.6% | +4.6% |
| 5Y | +63.0% | +86.5% | -23.5% | +30.5% |
| All | +361.3% | +125.4% | +235.8% | +215.1% |
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