+1,548.3%
FERG vs LII
+987.6%
+560.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.2% | +9.0% | +10.7% |
| 7D | +7.3% | -1.2% | +8.5% | +7.7% |
| 30D | +18.1% | -2.0% | +20.1% | +18.5% |
| 3M | +1.6% | -20.2% | +21.9% | +7.0% |
| 6M | +8.5% | -32.5% | +41.1% | +18.1% |
| YTD | +18.6% | -27.4% | +45.9% | +26.6% |
| 1Y | +5.7% | -28.2% | +33.9% | +13.1% |
| 3Y | +74.0% | -7.2% | +81.2% | +78.3% |
| 5Y | +83.9% | +19.9% | +64.0% | +76.9% |
| 10Y | +494.6% | +168.6% | +325.9% | +437.4% |
| All | +1,548.3% | +987.6% | +560.7% | +1,288.7% |
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