+9,298.6%
LRCX vs FERG
+1,315.5%
+7,983.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.1% |
| 7D | +9.5% | +0.9% | +8.6% | +9.3% |
| 30D | +3.1% | -15.1% | +18.1% | +7.4% |
| 3M | -3.4% | -4.8% | +1.4% | -2.2% |
| 6M | +49.7% | -2.5% | +52.1% | +50.9% |
| YTD | +84.9% | +1.8% | +83.0% | +84.7% |
| 1Y | +200.8% | -0.3% | +201.2% | +201.9% |
| 3Y | +385.1% | +52.9% | +332.1% | +346.9% |
| 5Y | +460.5% | +69.3% | +391.2% | +403.8% |
| 10Y | +3,866.3% | +352.7% | +3,513.6% | +3,282.6% |
| All | +9,298.6% | +1,315.5% | +7,983.1% | +7,655.3% |
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