+351.3%
FERG vs LH
+183.3%
+168.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -1.6% |
| 30D | -8.9% | -3.5% | -5.4% | -8.3% |
| 3M | -2.0% | +17.7% | -19.7% | -5.3% |
| 6M | -3.2% | +15.8% | -19.0% | -6.2% |
| YTD | +1.5% | +25.1% | -23.6% | -3.1% |
| 1Y | +0.5% | +12.5% | -12.0% | -2.2% |
| 3Y | +50.4% | +59.8% | -9.4% | +37.1% |
| 5Y | +68.7% | +27.1% | +41.6% | +55.6% |
| All | +351.3% | +183.3% | +168.0% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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