+1,382.0%
FERG vs LSCC
+3,624.1%
-2,242.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -8.0% | -1.6% |
| 7D | -2.1% | +13.0% | -15.0% | -3.5% |
| 30D | +8.7% | -19.8% | +28.5% | +10.9% |
| 3M | -7.4% | -18.4% | +11.0% | -5.9% |
| 6M | -6.6% | -16.1% | +9.5% | -6.0% |
| YTD | +6.6% | +42.7% | -36.1% | +1.0% |
| 1Y | -3.6% | +68.0% | -71.6% | -10.3% |
| 3Y | +56.4% | +85.8% | -29.4% | +41.4% |
| 5Y | +67.5% | +28.0% | +39.5% | +52.1% |
| 10Y | +434.6% | +1,255.1% | -820.5% | +356.1% |
| All | +1,382.0% | +3,624.1% | -2,242.2% | +1,217.0% |
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