+1,526.4%
FERG vs LH
+497.9%
+1,028.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +9.7% | +1.1% | +8.7% | +9.6% |
| 30D | +15.0% | +16.7% | -1.7% | +12.2% |
| 3M | +3.8% | +15.1% | -11.3% | +1.3% |
| 6M | +10.6% | +46.3% | -35.7% | +3.8% |
| YTD | +17.0% | +48.8% | -31.8% | +9.4% |
| 1Y | +7.1% | +39.7% | -32.6% | +1.2% |
| 3Y | +67.7% | +87.0% | -19.3% | +51.5% |
| 5Y | +76.4% | +53.0% | +23.4% | +60.9% |
| 10Y | +424.2% | +264.3% | +159.9% | +346.7% |
| All | +1,526.4% | +497.9% | +1,028.4% | +1,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling