+547.9%
FAST vs LH
+259.5%
+288.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.5% | +2.4% |
| 7D | +3.8% | +4.6% | -0.7% | +2.0% |
| 30D | +8.1% | +19.1% | -11.0% | +0.7% |
| 3M | +5.8% | +16.7% | -10.9% | -0.9% |
| 6M | +24.9% | +47.0% | -22.2% | +6.5% |
| YTD | +38.9% | +49.3% | -10.4% | +17.5% |
| 1Y | +36.5% | +48.6% | -12.1% | +15.5% |
| 3Y | +98.1% | +87.8% | +10.3% | +50.0% |
| 5Y | +109.3% | +65.0% | +44.3% | +64.3% |
| 10Y | +547.9% | +275.0% | +272.9% | +246.3% |
| All | +547.9% | +259.5% | +288.5% | +246.3% |
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