+2,502.5%
LITE vs FERG
+358.9%
+2,143.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.3% |
| 7D | +12.6% | +3.4% | +9.2% | +11.5% |
| 30D | +9.9% | -11.5% | +21.4% | +13.4% |
| 3M | +9.3% | +1.3% | +8.0% | +8.5% |
| 6M | +75.2% | -1.0% | +76.2% | +75.5% |
| YTD | +165.5% | +3.2% | +162.3% | +162.3% |
| 1Y | +555.0% | -3.0% | +557.9% | +558.4% |
| 3Y | +1,870.5% | +55.0% | +1,815.4% | +1,688.5% |
| 5Y | +1,009.8% | +72.6% | +937.2% | +878.3% |
| 10Y | +2,502.5% | +358.9% | +2,143.5% | +2,107.6% |
| All | +2,502.5% | +358.9% | +2,143.5% | +2,107.6% |
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