+1,618.0%
LITE vs FERG
+433.6%
+1,184.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.2% | -0.5% | +7.3% |
| 7D | -12.9% | +7.3% | -20.2% | -14.5% |
| 30D | -46.0% | +18.1% | -64.1% | -48.5% |
| 3M | -33.0% | +1.6% | -34.7% | -33.5% |
| 6M | -34.0% | +8.5% | -42.6% | -35.8% |
| YTD | +61.7% | +18.6% | +43.2% | +53.5% |
| 1Y | +148.3% | +5.7% | +142.6% | +143.2% |
| 3Y | +1,408.5% | +74.0% | +1,334.5% | +1,214.7% |
| 5Y | +546.2% | +83.9% | +462.3% | +446.6% |
| All | +1,618.0% | +433.6% | +1,184.4% | +1,152.4% |
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