+509.1%
FAST vs LH
+190.8%
+318.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | -0.4% | -2.5% | +2.1% | +0.6% |
| 30D | -0.8% | +4.3% | -5.1% | -2.5% |
| 3M | +5.8% | +25.5% | -19.8% | -3.5% |
| 6M | +8.0% | +17.0% | -9.0% | +1.1% |
| YTD | +25.6% | +31.3% | -5.6% | +12.4% |
| 1Y | +0.8% | +20.0% | -19.2% | -6.9% |
| 3Y | +86.1% | +63.9% | +22.2% | +49.7% |
| 5Y | +100.2% | +30.9% | +69.4% | +73.5% |
| All | +509.1% | +190.8% | +318.3% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling