+50.9%
FERG vs LEN
-26.2%
+77.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.6% |
| 7D | +0.9% | -3.4% | +4.3% | +2.3% |
| 30D | -15.1% | -5.7% | -9.4% | -13.1% |
| 3M | -4.8% | -12.2% | +7.4% | -0.1% |
| 6M | -2.5% | -18.3% | +15.8% | +5.2% |
| YTD | +1.8% | -20.2% | +22.0% | +10.4% |
| 1Y | -0.3% | -40.1% | +39.7% | +21.6% |
| All | +50.9% | -26.2% | +77.1% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling