+1,545.2%
LLY vs FHN
+126.5%
+1,418.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -3.1% | +2.7% | -5.8% | -3.4% |
| 30D | -5.1% | -3.1% | -2.0% | -4.8% |
| 3M | -2.1% | +2.3% | -4.4% | -2.4% |
| 6M | +13.8% | +9.7% | +4.1% | +12.7% |
| YTD | +5.1% | +4.7% | +0.4% | +4.4% |
| 1Y | +53.1% | +13.8% | +39.4% | +50.6% |
| 3Y | +95.6% | +131.6% | -35.9% | +78.4% |
| 5Y | +361.5% | +91.1% | +270.4% | +316.3% |
| 10Y | +1,545.2% | +126.6% | +1,418.5% | +1,185.5% |
| All | +1,545.2% | +126.5% | +1,418.7% | +1,185.5% |
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