+144.2%
LNT vs FHN
+128.3%
+15.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -4.2% | -4.8% | +0.6% | -3.7% |
| 3M | -6.7% | -0.7% | -5.9% | -6.6% |
| 6M | -3.6% | +10.6% | -14.2% | -4.9% |
| YTD | +5.9% | +4.6% | +1.3% | +5.1% |
| 1Y | +7.3% | +11.4% | -4.1% | +5.4% |
| 3Y | +46.5% | +132.3% | -85.8% | +29.3% |
| 5Y | +32.5% | +90.2% | -57.7% | +16.0% |
| All | +144.2% | +128.3% | +15.9% | +92.4% |
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