+106.1%
FAST vs LHX
+19.9%
+86.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | +1.8% | -3.7% | +5.5% | +3.0% |
| 30D | -6.4% | -13.2% | +6.7% | -2.4% |
| 3M | +5.3% | -18.4% | +23.7% | +11.6% |
| 6M | +5.4% | -32.0% | +37.3% | +18.1% |
| YTD | +23.6% | -13.6% | +37.2% | +27.8% |
| 1Y | +4.1% | -6.0% | +10.0% | +4.4% |
| 3Y | +92.4% | +57.9% | +34.4% | +63.2% |
| 5Y | +106.1% | +19.2% | +86.9% | +85.4% |
| All | +106.1% | +19.9% | +86.2% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling