+63.3%
LIN vs FERG
+65.9%
-2.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +0.7% |
| 30D | +6.5% | +8.7% | -2.2% | +4.0% |
| 3M | +5.5% | -7.4% | +12.9% | +7.4% |
| 6M | +3.3% | -6.6% | +10.0% | +4.7% |
| YTD | +22.0% | +6.6% | +15.4% | +18.2% |
| 1Y | +25.7% | -3.6% | +29.3% | +25.3% |
| 3Y | +36.2% | +56.4% | -20.2% | +9.3% |
| All | +63.3% | +65.9% | -2.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling