+1,335.0%
FERG vs LNT
+704.6%
+630.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | +3.4% | +1.0% | +2.4% | +3.3% |
| 30D | -11.5% | -1.1% | -10.4% | -11.4% |
| 3M | +1.3% | -3.6% | +4.9% | +1.6% |
| 6M | -1.0% | -2.7% | +1.7% | -0.7% |
| YTD | +3.2% | +8.0% | -4.8% | +2.4% |
| 1Y | -3.0% | +10.5% | -13.4% | -4.0% |
| 3Y | +55.0% | +49.6% | +5.5% | +49.0% |
| 5Y | +72.6% | +32.2% | +40.4% | +66.9% |
| 10Y | +358.9% | +141.8% | +217.2% | +343.1% |
| All | +1,335.0% | +704.6% | +630.4% | +1,261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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