+38.5%
FAST vs LII
-28.0%
+66.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | +8.6% | -0.6% | +9.1% | +8.2% |
| 3M | +6.9% | -17.0% | +23.9% | +11.4% |
| 6M | +29.6% | -31.1% | +60.7% | +38.9% |
| YTD | +41.4% | -27.7% | +69.1% | +45.3% |
| 1Y | +38.5% | -26.2% | +64.7% | +40.2% |
| All | +38.5% | -28.0% | +66.5% | +40.2% |
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