+5,083.9%
LITE vs FERG
+325.4%
+4,758.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | -10.2% | +16.8% | +9.5% |
| 3M | -6.8% | -0.6% | -6.2% | -6.9% |
| 6M | +29.4% | -6.5% | +36.0% | +31.7% |
| YTD | +139.1% | +4.2% | +134.9% | +135.9% |
| 1Y | +521.0% | -2.3% | +523.3% | +523.2% |
| 3Y | +1,535.3% | +48.5% | +1,486.8% | +1,399.5% |
| 5Y | +889.8% | +72.0% | +817.8% | +776.5% |
| 10Y | +2,400.7% | +369.9% | +2,030.8% | +1,921.5% |
| All | +5,083.9% | +325.4% | +4,758.4% | +4,276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling