+57.3%
LLY vs FHN
+14.6%
+42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +10.1% | +2.3% | +7.8% | +9.8% |
| 30D | +24.0% | +1.6% | +22.4% | +23.8% |
| 3M | +27.3% | -8.4% | +35.7% | +28.0% |
| 6M | +47.0% | -2.3% | +49.2% | +46.5% |
| YTD | +32.6% | +1.5% | +31.1% | +29.0% |
| 1Y | +57.3% | +15.0% | +42.3% | +45.7% |
| All | +57.3% | +14.6% | +42.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling