+417.3%
LIN vs FERG
+494.6%
-77.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | -0.8% |
| 7D | +0.1% | +7.3% | -7.2% | -1.1% |
| 30D | +7.6% | +18.1% | -10.6% | +4.5% |
| 3M | +6.5% | +1.6% | +4.9% | +6.0% |
| 6M | +6.2% | +8.5% | -2.3% | +4.3% |
| YTD | +23.2% | +18.6% | +4.7% | +18.9% |
| 1Y | +25.4% | +5.7% | +19.7% | +23.3% |
| 3Y | +38.3% | +74.0% | -35.7% | +23.1% |
| 5Y | +64.4% | +83.9% | -19.5% | +42.2% |
| 10Y | +417.3% | +494.6% | -77.3% | +281.5% |
| All | +417.3% | +494.6% | -77.3% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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