+274.3%
LTH vs FHN
+114.0%
+160.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +4.5% | -1.0% | +5.5% | +4.9% |
| 30D | +16.3% | +0.2% | +16.1% | +16.2% |
| 3M | +8.4% | -9.0% | +17.4% | +12.7% |
| 6M | +40.3% | -6.8% | +47.1% | +44.4% |
| YTD | +77.3% | -1.5% | +78.8% | +78.0% |
| 1Y | +88.0% | +10.9% | +77.0% | +79.8% |
| 3Y | +274.3% | +119.4% | +154.9% | +157.8% |
| All | +274.3% | +114.0% | +160.3% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling