+57.3%
LLY vs FERG
+3.8%
+53.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +10.1% | +7.7% | +2.4% | +8.7% |
| 30D | +24.0% | +11.5% | +12.6% | +21.8% |
| 3M | +27.3% | -2.4% | +29.6% | +27.6% |
| 6M | +47.0% | -4.0% | +50.9% | +49.5% |
| YTD | +32.6% | +13.4% | +19.2% | +30.9% |
| 1Y | +57.3% | +3.1% | +54.3% | +60.2% |
| All | +57.3% | +3.8% | +53.6% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling