+4,328.8%
LUV vs FHN
+1,803.6%
+2,525.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | +3.1% | +2.7% | +0.4% | +2.2% |
| 30D | -17.4% | -3.1% | -14.3% | -16.5% |
| 3M | -4.9% | +2.3% | -7.2% | -5.6% |
| 6M | -5.7% | +9.7% | -15.4% | -8.4% |
| YTD | -5.2% | +4.7% | -9.9% | -6.4% |
| 1Y | +24.1% | +13.8% | +10.4% | +18.9% |
| 3Y | +39.6% | +131.6% | -92.0% | +5.6% |
| 5Y | -12.5% | +91.1% | -103.6% | -33.8% |
| 10Y | +12.9% | +126.6% | -113.7% | -23.3% |
| All | +4,328.8% | +1,803.6% | +2,525.2% | +1,034.2% |
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