+0.8%
FAST vs LII
-28.2%
+29.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | -0.8% | -12.6% | +11.8% | +2.2% |
| 3M | +5.8% | -24.4% | +30.2% | +11.3% |
| 6M | +8.0% | -28.7% | +36.7% | +14.5% |
| YTD | +25.6% | -19.1% | +44.8% | +28.5% |
| 1Y | +0.8% | -29.7% | +30.5% | +3.0% |
| All | +0.8% | -28.2% | +29.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling