+369.0%
LIN vs FERG
+352.7%
+16.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -4.0% | +0.9% | -4.9% | -4.1% |
| 30D | -4.9% | -15.1% | +10.1% | -2.4% |
| 3M | -9.2% | -4.8% | -4.4% | -8.7% |
| 6M | -2.6% | -2.5% | -0.1% | -2.6% |
| YTD | +10.5% | +1.8% | +8.7% | +9.5% |
| 1Y | -0.1% | -0.3% | +0.2% | -1.0% |
| 3Y | +25.4% | +52.9% | -27.6% | +14.1% |
| 5Y | +59.7% | +69.3% | -9.6% | +41.2% |
| 10Y | +369.0% | +352.7% | +16.3% | +268.5% |
| All | +369.0% | +352.7% | +16.3% | +268.5% |
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