+109.6%
LSCC vs FHN
+129.2%
-19.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +7.0% |
| 7D | +19.3% | -0.5% | +19.8% | +19.8% |
| 30D | -9.6% | +1.9% | -11.6% | -10.8% |
| 3M | -12.4% | -6.9% | -5.5% | -8.2% |
| 6M | -10.5% | -3.1% | -7.4% | -9.0% |
| YTD | +54.8% | +0.6% | +54.2% | +52.8% |
| 1Y | +79.4% | +12.4% | +67.0% | +64.5% |
| 3Y | +109.6% | +133.7% | -24.1% | +19.3% |
| All | +109.6% | +129.2% | -19.6% | +19.3% |
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