+85.8%
LSCC vs FHN
+114.0%
-28.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.5% | +7.4% |
| 7D | +13.0% | -1.0% | +13.9% | +13.7% |
| 30D | -19.8% | +0.2% | -20.0% | -20.1% |
| 3M | -18.4% | -9.0% | -9.4% | -13.3% |
| 6M | -16.1% | -6.8% | -9.3% | -12.5% |
| YTD | +42.7% | -1.5% | +44.2% | +42.8% |
| 1Y | +68.0% | +10.9% | +57.1% | +55.2% |
| 3Y | +85.8% | +119.4% | -33.5% | +10.7% |
| All | +85.8% | +114.0% | -28.2% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling