+65.9%
LIN vs FERG
+77.3%
-11.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | +0.2% |
| 7D | +0.2% | +8.2% | -7.9% | -2.0% |
| 30D | +6.2% | +14.4% | -8.2% | +2.2% |
| 3M | +9.3% | +4.3% | +5.0% | +7.7% |
| 6M | +4.4% | +7.9% | -3.5% | +1.5% |
| YTD | +23.7% | +16.3% | +7.5% | +16.9% |
| 1Y | +23.5% | +2.2% | +21.2% | +21.0% |
| 3Y | +35.8% | +67.3% | -31.5% | +7.1% |
| 5Y | +65.9% | +75.3% | -9.4% | +24.4% |
| All | +65.9% | +77.3% | -11.5% | +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