+190.4%
LMT vs FHN
+81.8%
+108.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.1% | +2.1% | +3.0% | +4.7% |
| 30D | +14.1% | +3.8% | +10.3% | +13.4% |
| 3M | +0.3% | -8.9% | +9.2% | +1.9% |
| 6M | +16.1% | +1.8% | +14.3% | +15.6% |
| YTD | +25.5% | +0.6% | +24.9% | +24.9% |
| 1Y | +34.1% | +12.9% | +21.2% | +30.8% |
| 3Y | +45.1% | +126.4% | -81.3% | +20.9% |
| 5Y | +100.9% | +62.3% | +38.7% | +71.6% |
| All | +190.4% | +81.8% | +108.5% | +119.4% |
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 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