+546.2%
LITE vs FHN
+63.2%
+482.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +9.9% |
| 7D | -12.9% | -0.5% | -12.4% | -12.6% |
| 30D | -46.0% | +1.9% | -47.9% | -46.4% |
| 3M | -33.0% | -6.9% | -26.1% | -31.2% |
| 6M | -34.0% | -3.1% | -31.0% | -33.6% |
| YTD | +61.7% | +0.6% | +61.2% | +60.8% |
| 1Y | +148.3% | +12.4% | +135.9% | +137.5% |
| 3Y | +1,408.5% | +133.7% | +1,274.8% | +1,138.9% |
| 5Y | +546.2% | +61.4% | +484.8% | +456.1% |
| All | +546.2% | +63.2% | +482.9% | +456.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling