+1,335.0%
FERG vs LOW
+1,081.4%
+253.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -11.5% | -10.1% | -1.4% | -9.6% |
| 3M | +1.3% | -2.9% | +4.1% | +1.8% |
| 6M | -1.0% | -19.4% | +18.4% | +3.2% |
| YTD | +3.2% | -15.4% | +18.7% | +6.6% |
| 1Y | -3.0% | -24.9% | +22.0% | +2.4% |
| 3Y | +55.0% | -7.8% | +62.8% | +57.9% |
| 5Y | +72.6% | +8.4% | +64.3% | +72.2% |
| 10Y | +358.9% | +226.8% | +132.1% | +332.7% |
| All | +1,335.0% | +1,081.4% | +253.6% | +1,251.5% |
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