+20,705.6%
LLY vs FHN
+1,690.1%
+19,015.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.5% | -1.0% | -3.5% | -4.3% |
| 30D | +13.9% | +0.2% | +13.7% | +13.9% |
| 3M | +13.8% | -9.0% | +22.7% | +15.4% |
| 6M | +37.6% | -6.8% | +44.4% | +38.9% |
| YTD | +26.6% | -1.5% | +28.1% | +26.5% |
| 1Y | +45.3% | +10.9% | +34.4% | +42.4% |
| 3Y | +132.2% | +119.4% | +12.9% | +100.6% |
| 5Y | +434.7% | +57.5% | +377.1% | +368.6% |
| 10Y | +2,084.3% | +114.1% | +1,970.2% | +1,593.8% |
| All | +20,705.6% | +1,690.1% | +19,015.5% | +8,238.4% |
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