+53,249.6%
FAST vs LH
+1,382.1%
+51,867.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.0% |
| 7D | -0.4% | -2.5% | +2.1% | +0.1% |
| 30D | -0.8% | +4.3% | -5.1% | -1.6% |
| 3M | +5.8% | +25.5% | -19.8% | +1.4% |
| 6M | +8.0% | +17.0% | -9.0% | +4.8% |
| YTD | +25.6% | +31.3% | -5.6% | +19.3% |
| 1Y | +0.8% | +20.0% | -19.2% | -2.8% |
| 3Y | +86.1% | +63.9% | +22.2% | +68.8% |
| 5Y | +100.2% | +30.9% | +69.4% | +88.2% |
| 10Y | +494.2% | +191.4% | +302.8% | +380.3% |
| All | +53,249.6% | +1,382.1% | +51,867.5% | +31,129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling