+9,126.4%
LSCC vs FHN
+1,696.3%
+7,430.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.6% | -6.0% | -7.6% |
| 7D | -4.8% | -2.3% | -2.5% | -3.9% |
| 30D | -27.1% | -0.9% | -26.2% | -26.9% |
| 3M | -23.6% | -11.0% | -12.6% | -20.3% |
| 6M | -19.8% | -5.4% | -14.4% | -18.3% |
| YTD | +33.2% | -1.2% | +34.4% | +33.7% |
| 1Y | +55.2% | +10.5% | +44.7% | +49.6% |
| 3Y | +70.1% | +115.1% | -45.0% | +29.2% |
| 5Y | +19.5% | +58.1% | -38.6% | -6.4% |
| 10Y | +1,164.9% | +114.9% | +1,050.0% | +696.2% |
| All | +9,126.4% | +1,696.3% | +7,430.0% | +1,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling