+35.5%
FAST vs LH
+48.9%
-13.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.8% | +4.8% | 0.0% | +3.5% |
| 30D | +8.6% | +18.8% | -10.2% | +3.5% |
| 3M | +5.7% | +15.7% | -10.0% | +1.4% |
| 6M | +25.5% | +46.7% | -21.2% | +9.5% |
| YTD | +39.6% | +48.9% | -9.3% | +21.8% |
| 1Y | +35.5% | +43.5% | -8.0% | +19.5% |
| All | +35.5% | +48.9% | -13.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling