+55.0%
FERG vs LII
+2.8%
+52.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.3% |
| 7D | +3.4% | +2.1% | +1.3% | +2.4% |
| 30D | -11.5% | -12.4% | +0.9% | -6.3% |
| 3M | +1.3% | -24.8% | +26.1% | +13.0% |
| 6M | -1.0% | -25.2% | +24.2% | +10.0% |
| YTD | +3.2% | -20.3% | +23.5% | +10.8% |
| 1Y | -3.0% | -32.9% | +30.0% | +13.0% |
| 3Y | +55.0% | +2.0% | +53.0% | +48.8% |
| All | +55.0% | +2.8% | +52.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 3y: compounded portfolio wealth divided by compounded LII 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…
3y analysis · Full analysis span regression · 6 months rolling