0.0%
LIN vs FERG
-3.2%
+3.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -3.5% | +3.4% | -6.8% | -3.6% |
| 30D | -4.1% | -11.5% | +7.4% | -3.6% |
| 3M | -6.4% | +1.3% | -7.6% | -6.4% |
| 6M | -2.4% | -1.0% | -1.5% | -2.3% |
| YTD | +10.9% | +3.2% | +7.7% | +11.2% |
| 1Y | 0.0% | -3.0% | +3.0% | +0.3% |
| All | 0.0% | -3.2% | +3.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling