+2,259.5%
LITE vs FHN
+131.7%
+2,127.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | +6.7% | -4.7% | +11.4% | +8.6% |
| 3M | -6.8% | +3.5% | -10.3% | -8.0% |
| 6M | +29.4% | +7.8% | +21.6% | +25.8% |
| YTD | +139.1% | +5.9% | +133.2% | +133.8% |
| 1Y | +521.0% | +12.5% | +508.5% | +492.5% |
| 3Y | +1,535.3% | +117.2% | +1,418.1% | +1,176.6% |
| 5Y | +889.8% | +86.5% | +803.3% | +649.8% |
| All | +2,259.5% | +131.7% | +2,127.7% | +1,478.5% |
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