-2.2%
LVS vs FHN
+127.8%
-129.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -4.7% | -2.6% | -2.1% | -3.8% |
| 3M | -15.6% | 0.0% | -15.6% | -15.8% |
| 6M | -18.6% | +9.2% | -27.9% | -21.6% |
| YTD | -32.3% | +4.3% | -36.6% | -33.7% |
| 1Y | -18.0% | +10.8% | -28.8% | -22.0% |
| 3Y | -5.8% | +130.7% | -136.6% | -33.9% |
| 5Y | +5.7% | +87.4% | -81.6% | -27.8% |
| All | -2.2% | +127.8% | -129.9% | -43.1% |
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