+524.8%
FAST vs LHX
+231.6%
+293.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.4% | -4.8% | +4.4% | +1.4% |
| 30D | -6.4% | -12.7% | +6.3% | -1.6% |
| 3M | +7.1% | -17.6% | +24.7% | +14.6% |
| 6M | +7.0% | -30.7% | +37.7% | +22.3% |
| YTD | +24.1% | -14.3% | +38.5% | +29.9% |
| 1Y | +4.4% | -8.4% | +12.8% | +6.1% |
| 3Y | +93.2% | +56.7% | +36.6% | +56.4% |
| 5Y | +106.4% | +18.5% | +87.9% | +82.9% |
| All | +524.8% | +231.6% | +293.2% | +223.7% |
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