+1,402.3%
LITE vs FHN
+109.0%
+1,293.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -1.0% | -34.9% | -35.7% |
| 30D | -51.5% | +0.2% | -51.7% | -51.6% |
| 3M | -35.7% | -9.0% | -26.7% | -33.6% |
| 6M | -43.0% | -6.8% | -36.1% | -41.7% |
| YTD | +46.1% | -1.5% | +47.6% | +46.4% |
| 1Y | +124.7% | +10.9% | +113.8% | +116.1% |
| 3Y | +1,172.1% | +119.4% | +1,052.7% | +896.4% |
| 5Y | +477.0% | +57.5% | +419.5% | +365.3% |
| All | +1,402.3% | +109.0% | +1,293.3% | +1,080.5% |
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