+562.5%
LITE vs FERG
+77.6%
+484.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | +10.8% | +9.7% | +1.0% | +5.5% |
| 30D | -33.4% | +15.0% | -48.5% | -38.1% |
| 3M | -32.2% | +3.8% | -36.0% | -33.5% |
| 6M | -42.1% | +10.6% | -52.7% | -45.6% |
| YTD | +61.9% | +17.0% | +44.9% | +46.9% |
| 1Y | +163.0% | +7.1% | +155.9% | +149.8% |
| 3Y | +1,358.0% | +67.7% | +1,290.3% | +981.7% |
| All | +562.5% | +77.6% | +484.9% | +352.0% |
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