+521.0%
LITE vs FHN
+13.2%
+507.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.2% |
| 30D | +6.7% | -4.7% | +11.4% | +9.4% |
| 3M | -6.8% | +3.5% | -10.3% | -8.2% |
| 6M | +29.4% | +7.8% | +21.6% | +23.2% |
| YTD | +139.1% | +5.9% | +133.2% | +129.8% |
| 1Y | +521.0% | +12.5% | +508.5% | +501.7% |
| All | +521.0% | +13.2% | +507.8% | +501.7% |
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