+1,516.3%
FERG vs LSCC
+4,114.5%
-2,598.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.3% |
| 7D | +8.2% | +21.2% | -13.1% | +5.9% |
| 30D | +14.4% | -1.9% | +16.3% | +14.2% |
| 3M | +4.3% | -8.1% | +12.4% | +4.7% |
| 6M | +7.9% | -5.2% | +13.1% | +7.2% |
| YTD | +16.3% | +61.5% | -45.3% | +8.7% |
| 1Y | +2.2% | +81.3% | -79.0% | -5.6% |
| 3Y | +67.3% | +108.7% | -41.4% | +49.3% |
| 5Y | +75.3% | +44.1% | +31.2% | +57.1% |
| 10Y | +421.0% | +1,439.5% | -1,018.5% | +338.6% |
| All | +1,516.3% | +4,114.5% | -2,598.2% | +1,317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling