+901.5%
LITE vs FERG
+71.2%
+830.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +2.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | -10.2% | +16.8% | +12.3% |
| 3M | -6.8% | -0.6% | -6.2% | -7.4% |
| 6M | +29.4% | -6.5% | +36.0% | +33.7% |
| YTD | +139.1% | +4.2% | +134.9% | +130.8% |
| 1Y | +521.0% | -2.3% | +523.3% | +520.4% |
| 3Y | +1,535.3% | +48.5% | +1,486.8% | +1,196.9% |
| All | +901.5% | +71.2% | +830.3% | +617.5% |
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