-22.8%
LYB vs FHN
+129.5%
-152.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | +2.5% | -4.8% | +7.3% | +3.8% |
| 3M | +1.4% | -0.7% | +2.1% | +1.2% |
| 6M | -3.5% | +10.6% | -14.1% | -7.5% |
| YTD | +52.0% | +4.6% | +47.4% | +48.2% |
| 1Y | +22.1% | +11.4% | +10.7% | +15.9% |
| 3Y | -22.8% | +132.3% | -155.0% | -41.3% |
| All | -22.8% | +129.5% | -152.3% | -41.3% |
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