+11,275.8%
LMT vs FHN
+1,824.4%
+9,451.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -6.3% | +1.2% | -7.4% | -6.5% |
| 30D | -8.5% | -4.7% | -3.8% | -7.8% |
| 3M | +1.8% | +3.5% | -1.7% | +1.2% |
| 6M | -19.9% | +7.8% | -27.8% | -21.1% |
| YTD | +10.6% | +5.9% | +4.7% | +9.2% |
| 1Y | +17.9% | +12.5% | +5.5% | +15.0% |
| 3Y | +27.0% | +117.2% | -90.2% | +8.6% |
| 5Y | +68.7% | +86.5% | -17.9% | +43.3% |
| 10Y | +181.1% | +125.7% | +55.3% | +119.0% |
| All | +11,275.8% | +1,824.4% | +9,451.4% | +5,603.7% |
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