+17,561.1%
LLY vs FHN
+1,824.4%
+15,736.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -1.6% | -4.7% | +3.1% | -0.9% |
| 3M | +2.3% | +3.5% | -1.3% | +1.6% |
| 6M | +14.9% | +7.8% | +7.1% | +13.4% |
| YTD | +7.5% | +5.9% | +1.6% | +6.1% |
| 1Y | +55.7% | +12.5% | +43.2% | +52.0% |
| 3Y | +110.6% | +117.2% | -6.6% | +81.9% |
| 5Y | +363.4% | +86.5% | +276.9% | +294.2% |
| 10Y | +1,649.0% | +125.7% | +1,523.2% | +1,245.1% |
| All | +17,561.1% | +1,824.4% | +15,736.7% | +6,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling