+67.7%
FERG vs LOW
+25.3%
+42.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +9.7% | +1.4% | +8.3% | +9.0% |
| 30D | +15.0% | +21.7% | -6.7% | +2.5% |
| 3M | +3.8% | +5.0% | -1.3% | +0.7% |
| 6M | +10.6% | +4.6% | +6.0% | +7.1% |
| YTD | +17.0% | -3.5% | +20.5% | +18.3% |
| 1Y | +7.1% | +0.5% | +6.5% | +5.3% |
| 3Y | +67.7% | +24.8% | +42.9% | +58.6% |
| All | +67.7% | +25.3% | +42.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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