+22.2%
LQD vs FHN
+129.4%
-107.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | -1.1% | -2.6% | +1.5% | -1.1% |
| 3M | -2.3% | +0.8% | -3.2% | -2.4% |
| 6M | -2.9% | +9.2% | -12.1% | -3.0% |
| YTD | -2.3% | +5.1% | -7.4% | -2.4% |
| 1Y | -2.2% | +12.2% | -14.4% | -2.4% |
| 3Y | +14.0% | +132.4% | -118.4% | +12.7% |
| 5Y | -5.8% | +91.1% | -96.9% | -6.8% |
| All | +22.2% | +129.4% | -107.2% | +19.9% |
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