+1,763.3%
LSCC vs FHN
+131.7%
+1,631.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | -9.7% | -4.7% | -5.0% | -8.1% |
| 3M | -23.7% | +3.5% | -27.3% | -24.7% |
| 6M | +26.5% | +7.8% | +18.7% | +23.4% |
| YTD | +57.5% | +5.9% | +51.6% | +54.3% |
| 1Y | +75.7% | +12.5% | +63.2% | +68.2% |
| 3Y | +19.5% | +117.2% | -97.7% | -6.7% |
| 5Y | +83.8% | +86.5% | -2.8% | +40.4% |
| All | +1,763.3% | +131.7% | +1,631.6% | +1,176.9% |
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