+3,549.0%
LRCX vs FHN
+126.8%
+3,422.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -3.1% | -1.9% | -1.2% | -2.4% |
| 30D | -8.6% | -5.4% | -3.1% | -6.6% |
| 3M | -17.7% | -1.4% | -16.3% | -17.4% |
| 6M | +36.4% | +9.9% | +26.5% | +31.6% |
| YTD | +74.5% | +3.9% | +70.7% | +71.9% |
| 1Y | +159.4% | +10.6% | +148.8% | +148.7% |
| 3Y | +361.6% | +130.7% | +230.9% | +235.0% |
| 5Y | +425.2% | +88.8% | +336.4% | +270.1% |
| All | +3,549.0% | +126.8% | +3,422.3% | +2,167.1% |
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