+67.5%
FERG vs LH
+23.7%
+43.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.8% |
| 7D | -1.0% | -7.4% | +6.4% | +2.2% |
| 30D | -11.8% | -4.6% | -7.2% | -10.1% |
| 3M | -1.2% | +14.5% | -15.7% | -7.3% |
| 6M | -2.3% | +14.8% | -17.1% | -8.5% |
| YTD | +0.8% | +23.3% | -22.5% | -8.6% |
| 1Y | +0.5% | +13.6% | -13.1% | -5.9% |
| 3Y | +51.4% | +56.3% | -5.0% | +20.4% |
| 5Y | +67.5% | +25.2% | +42.3% | +40.1% |
| All | +67.5% | +23.7% | +43.8% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling