+575.3%
FAST vs LH
+263.9%
+311.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +2.1% | +1.4% | +0.6% | +1.5% |
| 30D | +6.9% | +17.5% | -10.6% | +0.1% |
| 3M | +4.8% | +16.1% | -11.2% | -1.5% |
| 6M | +19.8% | +43.4% | -23.6% | +3.3% |
| YTD | +34.9% | +47.2% | -12.3% | +14.9% |
| 1Y | +32.8% | +50.1% | -17.3% | +12.1% |
| 3Y | +93.7% | +81.2% | +12.6% | +49.3% |
| 5Y | +105.3% | +63.7% | +41.6% | +62.1% |
| All | +575.3% | +263.9% | +311.4% | +302.2% |
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