+99.8%
FAST vs LEN
-23.4%
+123.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +4.3% | -6.4% | +10.6% | +5.7% |
| 30D | +8.3% | +15.6% | -7.3% | +4.6% |
| 3M | +6.5% | -0.8% | +7.2% | +6.2% |
| 6M | +29.5% | +0.4% | +29.1% | +28.3% |
| YTD | +41.3% | -14.1% | +55.4% | +44.8% |
| 1Y | +37.4% | -29.6% | +67.0% | +47.0% |
| All | +99.8% | -23.4% | +123.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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