-5.8%
LVS vs FHN
+129.0%
-134.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -4.7% | -2.6% | -2.1% | -4.0% |
| 3M | -15.6% | 0.0% | -15.6% | -15.8% |
| 6M | -18.6% | +9.2% | -27.9% | -21.1% |
| YTD | -32.3% | +4.3% | -36.6% | -33.5% |
| 1Y | -18.0% | +10.8% | -28.8% | -21.2% |
| All | -5.8% | +129.0% | -134.8% | -29.4% |
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