+55.0%
FERG vs LTH
+159.1%
-104.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.6% |
| 7D | +3.4% | +1.5% | +1.8% | +3.1% |
| 30D | -11.5% | -3.1% | -8.5% | -11.1% |
| 3M | +1.3% | +28.1% | -26.8% | -2.9% |
| 6M | -1.0% | +67.4% | -68.4% | -9.8% |
| YTD | +3.2% | +59.8% | -56.6% | -5.2% |
| 1Y | -3.0% | +45.6% | -48.6% | -9.6% |
| 3Y | +55.0% | +162.0% | -107.0% | +34.6% |
| All | +55.0% | +159.1% | -104.1% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling