+38.1%
LMT vs FHN
+129.8%
-91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | -8.2% | -3.1% | -5.1% | -8.2% |
| 3M | +3.7% | +2.3% | +1.4% | +3.7% |
| 6M | -19.2% | +9.7% | -28.9% | -19.3% |
| YTD | +12.9% | +4.7% | +8.1% | +12.7% |
| 1Y | +19.8% | +13.8% | +6.0% | +19.3% |
| All | +38.1% | +129.8% | -91.8% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling