+79.5%
FERG vs LTH
+160.9%
-81.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -10.2% | -4.6% | -5.6% | -9.5% |
| 3M | -0.6% | +32.8% | -33.4% | -6.1% |
| 6M | -6.5% | +64.6% | -71.1% | -15.8% |
| YTD | +4.2% | +62.6% | -58.5% | -6.0% |
| 1Y | -2.3% | +49.9% | -52.2% | -10.5% |
| 3Y | +48.5% | +151.3% | -102.8% | +20.5% |
| All | +79.5% | +160.9% | -81.4% | +35.3% |
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