+1,348.4%
FERG vs LEN
+685.2%
+663.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.4% |
| 30D | -10.2% | -4.9% | -5.3% | -9.6% |
| 3M | -0.6% | -8.5% | +7.9% | +0.6% |
| 6M | -6.5% | -20.7% | +14.1% | -3.6% |
| YTD | +4.2% | -17.4% | +21.6% | +6.8% |
| 1Y | -2.3% | -38.2% | +36.0% | +4.1% |
| 3Y | +48.5% | -24.9% | +73.4% | +54.4% |
| 5Y | +72.0% | -11.4% | +83.5% | +74.1% |
| 10Y | +369.9% | +110.0% | +259.9% | +348.2% |
| All | +1,348.4% | +685.2% | +663.2% | +1,255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling