+2,053.0%
LLY vs FHN
+80.9%
+1,972.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | +1.3% | +3.3% | +4.5% |
| 30D | +22.4% | +2.8% | +19.5% | +22.1% |
| 3M | +17.1% | -8.9% | +26.0% | +18.1% |
| 6M | +44.6% | -0.7% | +45.3% | +44.6% |
| YTD | +33.5% | +0.1% | +33.4% | +33.2% |
| 1Y | +41.1% | +10.4% | +30.7% | +39.5% |
| 3Y | +143.8% | +128.8% | +15.0% | +123.6% |
| 5Y | +473.4% | +61.5% | +411.9% | +431.0% |
| All | +2,053.0% | +80.9% | +1,972.1% | +1,837.2% |
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