+537.5%
FAST vs LHX
+215.2%
+322.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +5.0% | +5.3% | -0.3% | +3.0% |
| 30D | +8.6% | +15.8% | -7.3% | +2.5% |
| 3M | +6.9% | -6.1% | +13.0% | +9.0% |
| 6M | +29.6% | -11.4% | +41.0% | +34.3% |
| YTD | +41.4% | -6.3% | +47.7% | +42.5% |
| 1Y | +38.5% | -8.0% | +46.5% | +40.4% |
| 3Y | +98.7% | +58.1% | +40.7% | +61.4% |
| 5Y | +108.0% | +36.3% | +71.7% | +74.7% |
| All | +537.5% | +215.2% | +322.3% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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