+1,348.4%
FERG vs LII
+1,110.8%
+237.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.2% | +2.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -10.2% | -12.6% | +2.4% | -7.3% |
| 3M | -0.6% | -24.4% | +23.9% | +5.5% |
| 6M | -6.5% | -28.7% | +22.2% | +0.4% |
| YTD | +4.2% | -19.1% | +23.3% | +8.6% |
| 1Y | -2.3% | -29.7% | +27.4% | +5.0% |
| 3Y | +48.5% | +4.8% | +43.7% | +48.1% |
| 5Y | +72.0% | +24.6% | +47.5% | +62.5% |
| 10Y | +369.9% | +169.2% | +200.7% | +316.7% |
| All | +1,348.4% | +1,110.8% | +237.7% | +1,091.8% |
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 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