+12,808.2%
LMT vs FHN
+1,728.2%
+11,080.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.1% | +2.1% | +3.0% | +4.8% |
| 30D | +14.1% | +3.8% | +10.3% | +13.5% |
| 3M | +0.3% | -8.9% | +9.2% | +1.8% |
| 6M | +16.1% | +1.8% | +14.3% | +15.7% |
| YTD | +25.5% | +0.6% | +24.9% | +25.0% |
| 1Y | +34.1% | +12.9% | +21.2% | +31.0% |
| 3Y | +45.1% | +126.4% | -81.3% | +23.4% |
| 5Y | +100.9% | +62.3% | +38.7% | +74.9% |
| 10Y | +199.4% | +84.0% | +115.5% | +141.2% |
| All | +12,808.2% | +1,728.2% | +11,080.0% | +6,426.3% |
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