+139.3%
LTH vs FHN
+78.0%
+61.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +1.5% | +2.7% | -1.1% | +0.7% |
| 30D | -3.1% | -3.1% | 0.0% | -2.0% |
| 3M | +28.1% | +2.3% | +25.8% | +27.1% |
| 6M | +67.4% | +9.7% | +57.7% | +62.4% |
| YTD | +59.8% | +4.7% | +55.0% | +57.1% |
| 1Y | +45.6% | +13.8% | +31.8% | +38.8% |
| 3Y | +162.0% | +131.6% | +30.4% | +98.5% |
| All | +139.3% | +78.0% | +61.3% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling