+361.6%
LRCX vs FERG
+51.9%
+309.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -3.1% | -2.6% | -0.5% | -1.4% |
| 30D | -8.6% | -8.9% | +0.3% | -2.9% |
| 3M | -17.7% | -2.0% | -15.6% | -16.9% |
| 6M | +36.4% | -3.2% | +39.5% | +38.7% |
| YTD | +74.5% | +1.5% | +73.0% | +72.5% |
| 1Y | +159.4% | +0.5% | +159.0% | +156.7% |
| 3Y | +361.6% | +50.4% | +311.2% | +252.5% |
| All | +361.6% | +51.9% | +309.7% | +252.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling