+185.8%
LMT vs FHN
+128.3%
+57.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -13.1% | -4.8% | -8.3% | -12.3% |
| 3M | -3.9% | -0.7% | -3.1% | -3.8% |
| 6M | -18.3% | +10.6% | -28.9% | -19.8% |
| YTD | +10.3% | +4.6% | +5.7% | +9.1% |
| 1Y | +14.2% | +11.4% | +2.9% | +11.4% |
| 3Y | +35.0% | +132.3% | -97.3% | +11.5% |
| 5Y | +73.2% | +90.2% | -16.9% | +42.3% |
| All | +185.8% | +128.3% | +57.5% | +98.2% |
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