+75.4%
FERG vs LTH
+152.0%
-76.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +0.9% | -4.0% | +4.9% | +1.7% |
| 30D | -15.1% | -1.7% | -13.4% | -14.8% |
| 3M | -4.8% | +28.0% | -32.8% | -9.4% |
| 6M | -2.5% | +54.1% | -56.5% | -11.0% |
| YTD | +1.8% | +57.1% | -55.3% | -7.6% |
| 1Y | -0.3% | +45.8% | -46.1% | -8.3% |
| 3Y | +52.9% | +157.6% | -104.6% | +23.3% |
| All | +75.4% | +152.0% | -76.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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