+483.3%
LLY vs FHN
+61.2%
+422.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | +6.7% | +2.1% | +4.6% | +6.6% |
| 30D | +19.6% | +3.8% | +15.8% | +19.4% |
| 3M | +19.7% | -8.9% | +28.7% | +20.2% |
| 6M | +42.7% | +1.8% | +40.9% | +42.5% |
| YTD | +35.1% | +0.6% | +34.5% | +34.9% |
| 1Y | +42.2% | +12.9% | +29.2% | +41.2% |
| 3Y | +140.8% | +126.4% | +14.4% | +136.8% |
| All | +483.3% | +61.2% | +422.1% | +465.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling