+1,335.0%
FERG vs LH
+424.3%
+910.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -11.5% | +2.0% | -13.5% | -11.8% |
| 3M | +1.3% | +24.3% | -23.0% | -2.4% |
| 6M | -1.0% | +21.1% | -22.0% | -4.1% |
| YTD | +3.2% | +30.4% | -27.2% | -1.3% |
| 1Y | -3.0% | +18.4% | -21.3% | -5.9% |
| 3Y | +55.0% | +65.5% | -10.4% | +42.9% |
| 5Y | +72.6% | +29.9% | +42.8% | +61.3% |
| 10Y | +358.9% | +186.6% | +172.3% | +302.6% |
| All | +1,335.0% | +424.3% | +910.7% | +1,123.7% |
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