+443.8%
LLY vs FHN
+56.9%
+386.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -4.5% | -1.0% | -3.5% | -4.4% |
| 30D | +13.9% | +0.2% | +13.7% | +13.9% |
| 3M | +13.8% | -9.0% | +22.7% | +14.2% |
| 6M | +37.6% | -6.8% | +44.4% | +38.0% |
| YTD | +26.6% | -1.5% | +28.1% | +26.5% |
| 1Y | +45.3% | +10.9% | +34.4% | +44.4% |
| 3Y | +132.2% | +119.4% | +12.9% | +128.6% |
| All | +443.8% | +56.9% | +386.9% | +428.6% |
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