+77,932.6%
FAST vs LHX
+8,756.4%
+69,176.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.3% | +6.5% | -2.2% | +2.0% |
| 30D | +8.3% | +16.1% | -7.8% | +2.5% |
| 3M | +6.5% | -2.8% | +9.3% | +7.1% |
| 6M | +29.5% | -7.7% | +37.2% | +32.1% |
| YTD | +41.3% | -4.6% | +45.9% | +41.7% |
| 1Y | +37.4% | -6.8% | +44.2% | +38.8% |
| 3Y | +98.5% | +60.8% | +37.7% | +64.1% |
| 5Y | +111.1% | +39.5% | +71.6% | +79.9% |
| 10Y | +548.6% | +222.4% | +326.1% | +299.9% |
| All | +77,932.6% | +8,756.4% | +69,176.2% | +16,685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling