+1,587.5%
LITE vs FHN
+94.7%
+1,492.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +0.9% | -14.8% | -14.0% |
| 30D | -46.9% | +2.1% | -49.0% | -47.3% |
| 3M | -28.0% | -6.0% | -22.0% | -26.4% |
| 6M | -35.2% | -2.9% | -32.3% | -34.8% |
| YTD | +58.9% | +0.7% | +58.2% | +58.0% |
| 1Y | +125.3% | +11.0% | +114.3% | +116.6% |
| 3Y | +1,344.4% | +130.3% | +1,214.1% | +1,010.3% |
| 5Y | +541.2% | +61.3% | +479.9% | +411.3% |
| 10Y | +1,587.5% | +89.6% | +1,497.9% | +1,059.2% |
| All | +1,587.5% | +94.7% | +1,492.8% | +1,059.2% |
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 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