+575.3%
FAST vs LII
+162.0%
+413.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.9% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | +6.9% | -4.6% | +11.5% | +8.2% |
| 3M | +4.8% | -21.2% | +26.1% | +14.3% |
| 6M | +19.8% | -36.4% | +56.2% | +39.8% |
| YTD | +34.9% | -28.9% | +63.8% | +48.8% |
| 1Y | +32.8% | -29.5% | +62.3% | +46.8% |
| 3Y | +93.7% | -8.6% | +102.3% | +81.9% |
| 5Y | +105.3% | +20.2% | +85.1% | +64.0% |
| All | +575.3% | +162.0% | +413.4% | +324.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling