+351.3%
FERG vs LEN
+108.0%
+243.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -2.6% | -4.8% | +2.2% | -1.5% |
| 30D | -8.9% | -6.6% | -2.3% | -7.5% |
| 3M | -2.0% | -15.7% | +13.6% | +1.6% |
| 6M | -3.2% | -16.6% | +13.4% | +0.5% |
| YTD | +1.5% | -21.3% | +22.8% | +6.7% |
| 1Y | +0.5% | -42.0% | +42.5% | +12.6% |
| 3Y | +50.4% | -27.9% | +78.3% | +60.9% |
| 5Y | +68.7% | -10.7% | +79.4% | +71.4% |
| All | +351.3% | +108.0% | +243.3% | +293.8% |
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