+25.2%
LQD vs FHN
+81.8%
-56.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.6% | +2.1% | -3.8% | -1.7% |
| 30D | +0.5% | +3.8% | -3.3% | +0.5% |
| 3M | -2.3% | -8.9% | +6.6% | -2.2% |
| 6M | -3.1% | +1.8% | -4.9% | -3.1% |
| YTD | -3.0% | +0.6% | -3.6% | -3.0% |
| 1Y | -2.6% | +12.9% | -15.5% | -2.8% |
| 3Y | +15.2% | +126.4% | -111.2% | +13.8% |
| 5Y | -5.2% | +62.3% | -67.5% | -6.1% |
| All | +25.2% | +81.8% | -56.6% | +21.2% |
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