+363.2%
FERG vs LSCC
+1,763.3%
-1,400.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -10.2% | -9.7% | -0.5% | -8.7% |
| 3M | -0.6% | -23.7% | +23.1% | +3.0% |
| 6M | -6.5% | +26.5% | -33.0% | -11.5% |
| YTD | +4.2% | +57.5% | -53.3% | -5.2% |
| 1Y | -2.3% | +75.7% | -77.9% | -13.0% |
| 3Y | +48.5% | +19.5% | +29.0% | +33.7% |
| 5Y | +72.0% | +83.8% | -11.7% | +43.1% |
| All | +363.2% | +1,763.3% | -1,400.1% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling