+1,577.3%
FERG vs LII
+991.5%
+585.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.8% |
| 7D | +6.4% | -2.3% | +8.7% | +7.1% |
| 30D | +19.9% | -1.7% | +21.6% | +20.2% |
| 3M | +5.6% | -18.3% | +23.8% | +10.5% |
| 6M | +9.2% | -32.3% | +41.6% | +18.8% |
| YTD | +20.6% | -27.1% | +47.7% | +28.7% |
| 1Y | +5.7% | -27.2% | +32.9% | +12.7% |
| 3Y | +73.6% | -8.9% | +82.5% | +78.4% |
| 5Y | +86.2% | +19.7% | +66.5% | +79.0% |
| 10Y | +440.7% | +168.9% | +271.8% | +388.3% |
| All | +1,577.3% | +991.5% | +585.8% | +1,311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling