+1,526.4%
FERG vs LOW
+1,248.3%
+278.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +1.4% | +8.3% | +9.5% |
| 30D | +15.0% | +21.7% | -6.7% | +10.6% |
| 3M | +3.8% | +5.0% | -1.3% | +2.7% |
| 6M | +10.6% | +4.6% | +6.0% | +9.4% |
| YTD | +17.0% | -3.5% | +20.5% | +17.6% |
| 1Y | +7.1% | +0.5% | +6.5% | +6.8% |
| 3Y | +67.7% | +24.8% | +42.9% | +62.5% |
| 5Y | +76.4% | +6.5% | +70.0% | +72.9% |
| 10Y | +424.2% | +294.6% | +129.7% | +380.0% |
| All | +1,526.4% | +1,248.3% | +278.0% | +1,390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling