+164.2%
LTH vs FHN
+71.0%
+93.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | +7.0% | -0.5% | +7.5% | +7.2% |
| 30D | +15.4% | +1.9% | +13.5% | +14.7% |
| 3M | +7.0% | -6.9% | +14.0% | +9.6% |
| 6M | +46.9% | -3.1% | +49.9% | +48.3% |
| YTD | +76.4% | +0.6% | +75.8% | +75.8% |
| 1Y | +83.7% | +12.4% | +71.4% | +76.6% |
| 3Y | +248.9% | +133.7% | +115.2% | +164.5% |
| 5Y | +141.8% | +61.4% | +80.5% | +90.8% |
| All | +164.2% | +71.0% | +93.2% | +110.0% |
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 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