+1,402.3%
LITE vs FERG
+434.6%
+967.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | -2.1% | -33.8% | -35.5% |
| 30D | -51.5% | +8.7% | -60.2% | -52.6% |
| 3M | -35.7% | -7.4% | -28.3% | -34.5% |
| 6M | -43.0% | -6.6% | -36.3% | -42.0% |
| YTD | +46.1% | +6.6% | +39.5% | +43.1% |
| 1Y | +124.7% | -3.6% | +128.3% | +126.1% |
| 3Y | +1,172.1% | +56.4% | +1,115.7% | +1,049.6% |
| 5Y | +477.0% | +67.5% | +409.5% | +406.2% |
| All | +1,402.3% | +434.6% | +967.8% | +1,227.8% |
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