+11,596.6%
LIN vs FHN
+676.8%
+10,919.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +3.3% | +2.3% | +1.0% | +2.7% |
| 30D | +8.8% | +1.6% | +7.2% | +8.3% |
| 3M | +8.6% | -8.4% | +17.0% | +10.8% |
| 6M | +7.0% | -2.3% | +9.3% | +7.3% |
| YTD | +24.3% | +1.5% | +22.8% | +23.1% |
| 1Y | +27.3% | +15.0% | +12.2% | +22.1% |
| 3Y | +38.9% | +120.9% | -82.0% | +10.4% |
| 5Y | +69.4% | +64.0% | +5.3% | +37.0% |
| 10Y | +440.7% | +120.6% | +320.1% | +273.9% |
| All | +11,596.6% | +676.8% | +10,919.7% | +4,372.9% |
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