+2,898.2%
LITE vs FHN
+104.5%
+2,793.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.6% | -16.1% | -17.7% |
| 7D | -44.6% | -2.3% | -42.3% | -44.1% |
| 30D | -55.0% | -0.9% | -54.1% | -54.9% |
| 3M | -38.3% | -11.0% | -27.3% | -35.7% |
| 6M | -48.8% | -5.4% | -43.3% | -48.0% |
| YTD | +38.3% | -1.2% | +39.5% | +38.4% |
| 1Y | +119.0% | +10.5% | +108.5% | +110.9% |
| 3Y | +1,092.0% | +115.1% | +976.9% | +837.7% |
| 5Y | +446.1% | +58.1% | +388.0% | +339.6% |
| 10Y | +1,381.7% | +114.9% | +1,266.8% | +889.9% |
| All | +2,898.2% | +104.5% | +2,793.7% | +1,664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling