+108.0%
FAST vs LH
+54.4%
+53.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.0% | +2.5% | +2.5% | +4.1% |
| 30D | +8.6% | +18.7% | -10.2% | +1.8% |
| 3M | +6.9% | +15.3% | -8.4% | +1.2% |
| 6M | +29.6% | +45.4% | -15.8% | +12.1% |
| YTD | +41.4% | +49.5% | -8.1% | +20.8% |
| 1Y | +38.5% | +41.4% | -2.9% | +20.8% |
| 3Y | +98.7% | +87.6% | +11.1% | +52.8% |
| 5Y | +108.0% | +53.8% | +54.3% | +66.3% |
| All | +108.0% | +54.4% | +53.6% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling