+77,510.7%
FAST vs LHX
+8,620.6%
+68,890.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.2% | +4.8% | -0.6% | +2.4% |
| 30D | +6.7% | +14.7% | -8.0% | +1.4% |
| 3M | +8.0% | -5.1% | +13.2% | +9.6% |
| 6M | +27.4% | -9.9% | +37.3% | +31.1% |
| YTD | +40.5% | -6.1% | +46.6% | +41.7% |
| 1Y | +38.4% | -4.0% | +42.3% | +38.4% |
| 3Y | +98.7% | +56.9% | +41.8% | +65.6% |
| 5Y | +106.7% | +36.6% | +70.1% | +77.4% |
| 10Y | +545.1% | +217.5% | +327.6% | +299.8% |
| All | +77,510.7% | +8,620.6% | +68,890.1% | +16,683.8% |
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