+7.9%
FERG vs LSCC
-5.8%
+13.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.2% |
| 7D | +8.2% | +21.2% | -13.1% | +5.7% |
| 30D | +14.4% | -1.9% | +16.3% | +14.1% |
| 3M | +4.3% | -8.1% | +12.4% | +4.5% |
| 6M | +7.9% | -5.2% | +13.1% | +7.5% |
| All | +7.9% | -5.8% | +13.6% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling