+25.5%
LSCC vs FHN
+56.9%
-31.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.9% |
| 3M | -18.4% | -9.0% | -9.4% | -15.6% |
| 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% | +61.9% |
| 3Y | +85.8% | +119.4% | -33.5% | +54.6% |
| All | +25.5% | +56.9% | -31.4% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling