+424.2%
FERG vs LEN
+136.9%
+287.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | -5.8% | +15.5% | +11.3% |
| 30D | +15.0% | +13.7% | +1.3% | +11.5% |
| 3M | +3.8% | -3.9% | +7.6% | +4.3% |
| 6M | +10.6% | -0.4% | +11.0% | +10.0% |
| YTD | +17.0% | -16.8% | +33.8% | +20.9% |
| 1Y | +7.1% | -29.5% | +36.6% | +14.7% |
| 3Y | +67.7% | -25.6% | +93.3% | +77.4% |
| 5Y | +76.4% | -13.2% | +89.6% | +77.8% |
| All | +424.2% | +136.9% | +287.3% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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