+1,236.1%
LSCC vs FHN
+109.0%
+1,127.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.5% | +7.3% |
| 7D | +13.0% | -1.0% | +13.9% | +13.4% |
| 30D | -19.8% | +0.2% | -20.0% | -20.0% |
| 3M | -18.4% | -9.0% | -9.4% | -15.7% |
| 6M | -16.1% | -6.8% | -9.3% | -14.1% |
| YTD | +42.7% | -1.5% | +44.2% | +43.3% |
| 1Y | +68.0% | +10.9% | +57.1% | +62.0% |
| 3Y | +85.8% | +119.4% | -33.5% | +45.7% |
| 5Y | +28.0% | +57.5% | -29.5% | +3.9% |
| All | +1,236.1% | +109.0% | +1,127.1% | +854.2% |
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