Lord of the Rings: AKA

[Feanor of the Peredhil]

Indeed it is in the Appendices, and the Lord of the West is Ar-Adunakor (forgive me the lack of thingamajiggers over the 'u' and 'o'... I'm not sure how to insert them).

However, a point: shortly under where it says that, it is stated that:

This seemed ill-omened to the Faithful, for hitherto they had given that title only to one of the Valar, or to the Elder King himself.

The Elder King being Manwe.