+38.6%
LSCC vs FHN
+60.9%
-22.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | -11.7% | +2.1% | -13.8% | -12.4% |
| 3M | -13.3% | -6.0% | -7.3% | -11.4% |
| 6M | -12.5% | -2.9% | -9.6% | -11.7% |
| YTD | +51.2% | +0.7% | +50.5% | +50.6% |
| 1Y | +65.9% | +11.0% | +54.9% | +59.8% |
| 3Y | +95.3% | +130.3% | -34.9% | +60.7% |
| 5Y | +38.6% | +61.3% | -22.7% | +16.1% |
| All | +38.6% | +60.9% | -22.3% | +16.1% |
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