+1,568.0%
LITE vs FERG
+421.0%
+1,146.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -2.5% |
| 7D | +22.6% | +8.2% | +14.4% | +19.9% |
| 30D | -36.8% | +14.4% | -51.1% | -39.1% |
| 3M | -33.0% | +4.3% | -37.4% | -33.8% |
| 6M | -37.1% | +7.9% | -44.9% | -38.6% |
| YTD | +69.5% | +16.3% | +53.2% | +61.8% |
| 1Y | +146.1% | +2.2% | +143.9% | +143.6% |
| 3Y | +1,440.8% | +67.3% | +1,373.5% | +1,256.2% |
| 5Y | +580.4% | +75.3% | +505.1% | +480.4% |
| All | +1,568.0% | +421.0% | +1,146.9% | +1,099.4% |
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 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