+69,298.0%
FAST vs LHX
+8,111.5%
+61,186.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.4% | -2.0% | +1.6% | +0.3% |
| 30D | -0.8% | -9.9% | +9.2% | +2.8% |
| 3M | +5.8% | -16.5% | +22.2% | +12.1% |
| 6M | +8.0% | -29.6% | +37.6% | +21.3% |
| YTD | +25.6% | -11.6% | +37.2% | +29.8% |
| 1Y | +0.8% | -4.1% | +4.9% | +1.0% |
| 3Y | +86.1% | +53.3% | +32.9% | +56.3% |
| 5Y | +100.2% | +22.3% | +77.9% | +79.0% |
| 10Y | +494.2% | +231.9% | +262.3% | +264.2% |
| All | +69,298.0% | +8,111.5% | +61,186.5% | +15,275.5% |
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 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