+2,006.3%
LLY vs FHN
+106.3%
+1,900.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.1% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +19.7% | +1.9% | +17.8% | +19.5% |
| 3M | +19.3% | -6.9% | +26.2% | +20.0% |
| 6M | +49.3% | -3.1% | +52.4% | +49.6% |
| YTD | +32.0% | +0.6% | +31.4% | +31.7% |
| 1Y | +53.7% | +12.4% | +41.4% | +51.7% |
| 3Y | +143.7% | +133.7% | +10.0% | +123.3% |
| 5Y | +463.9% | +61.4% | +402.5% | +422.5% |
| 10Y | +2,006.3% | +97.9% | +1,908.5% | +1,726.7% |
| All | +2,006.3% | +106.3% | +1,900.1% | +1,726.7% |
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 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