+156.6%
LTH vs FHN
+70.1%
+86.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -4.6% | +1.3% | -5.9% | -5.0% |
| 30D | +14.8% | +2.8% | +12.0% | +13.8% |
| 3M | +3.9% | -8.9% | +12.8% | +7.2% |
| 6M | +35.5% | -0.7% | +36.2% | +35.8% |
| YTD | +71.3% | +0.1% | +71.3% | +71.0% |
| 1Y | +75.7% | +10.4% | +65.3% | +69.9% |
| 3Y | +231.9% | +128.8% | +103.1% | +153.2% |
| 5Y | +130.5% | +61.5% | +69.0% | +82.0% |
| All | +156.6% | +70.1% | +86.5% | +104.3% |
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 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