+548.8%
LNG vs FHN
+129.4%
+419.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +4.7% | -2.6% | +7.3% | +5.4% |
| 3M | +15.1% | +0.8% | +14.3% | +14.7% |
| 6M | +13.6% | +9.2% | +4.3% | +10.2% |
| YTD | +44.0% | +5.1% | +38.8% | +41.0% |
| 1Y | +18.4% | +12.2% | +6.2% | +13.1% |
| 3Y | +75.9% | +132.4% | -56.5% | +31.7% |
| 5Y | +231.7% | +91.1% | +140.6% | +142.9% |
| All | +548.8% | +129.4% | +419.4% | +293.6% |
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 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