+1,348.4%
FERG vs LSCC
+4,009.9%
-2,661.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -10.2% | -9.7% | -0.5% | -9.2% |
| 3M | -0.6% | -23.7% | +23.1% | +1.8% |
| 6M | -6.5% | +26.5% | -33.0% | -9.7% |
| YTD | +4.2% | +57.5% | -53.3% | -1.9% |
| 1Y | -2.3% | +75.7% | -77.9% | -9.2% |
| 3Y | +48.5% | +19.5% | +29.0% | +38.7% |
| 5Y | +72.0% | +83.8% | -11.7% | +54.0% |
| 10Y | +369.9% | +1,772.4% | -1,402.5% | +297.0% |
| All | +1,348.4% | +4,009.9% | -2,661.5% | +1,179.8% |
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