+94.7%
FAST vs LHX
+60.8%
+33.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.3% | -2.5% | +3.8% | +2.0% |
| 30D | -4.7% | -10.4% | +5.6% | -1.7% |
| 3M | +7.9% | -14.9% | +22.9% | +12.7% |
| 6M | +7.4% | -29.6% | +37.1% | +19.0% |
| YTD | +25.1% | -11.8% | +36.9% | +27.9% |
| 1Y | +4.7% | -5.1% | +9.8% | +4.3% |
| 3Y | +94.7% | +61.3% | +33.4% | +75.5% |
| All | +94.7% | +60.8% | +33.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling