+107.9%
FERG vs LTH
+186.8%
-78.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +6.4% | +0.3% | +6.2% | +6.4% |
| 30D | +19.9% | +17.7% | +2.2% | +16.3% |
| 3M | +5.6% | +8.5% | -2.9% | +3.8% |
| 6M | +9.2% | +46.9% | -37.7% | +1.1% |
| YTD | +20.6% | +78.8% | -58.1% | +6.8% |
| 1Y | +5.7% | +84.9% | -79.2% | -7.1% |
| 3Y | +73.6% | +246.4% | -172.8% | +32.7% |
| 5Y | +86.2% | +129.6% | -43.4% | +37.8% |
| All | +107.9% | +186.8% | -78.9% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling