+67.7%
FERG vs LII
-8.2%
+75.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +9.7% | +2.9% | +6.8% | +8.4% |
| 30D | +15.0% | +0.9% | +14.1% | +14.0% |
| 3M | +3.8% | -15.5% | +19.3% | +11.3% |
| 6M | +10.6% | -30.2% | +40.8% | +26.8% |
| YTD | +17.0% | -26.8% | +43.8% | +29.8% |
| 1Y | +7.1% | -25.3% | +32.4% | +17.4% |
| 3Y | +67.7% | -7.8% | +75.5% | +66.4% |
| All | +67.7% | -8.2% | +75.9% | +66.4% |
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