+1,351.6%
LSCC vs FHN
+81.8%
+1,269.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.7% |
| 7D | +7.0% | +2.1% | +4.9% | +6.2% |
| 30D | -2.3% | +3.8% | -6.1% | -3.6% |
| 3M | -12.5% | -8.9% | -3.6% | -9.6% |
| 6M | -10.6% | +1.8% | -12.4% | -11.2% |
| YTD | +52.7% | +0.6% | +52.1% | +52.3% |
| 1Y | +74.0% | +12.9% | +61.0% | +66.6% |
| 3Y | +104.8% | +126.4% | -21.6% | +58.6% |
| 5Y | +36.2% | +62.3% | -26.0% | +9.2% |
| All | +1,351.6% | +81.8% | +1,269.7% | +969.2% |
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