+4,747.3%
FAST vs LII
+2,874.9%
+1,872.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.4% |
| 7D | +3.4% | +7.9% | -4.5% | +0.6% |
| 30D | +5.5% | -0.6% | +6.1% | +5.2% |
| 3M | +7.6% | -19.3% | +26.9% | +15.4% |
| 6M | +19.8% | -29.8% | +49.7% | +33.0% |
| YTD | +35.5% | -25.4% | +60.9% | +46.1% |
| 1Y | +31.6% | -26.2% | +57.8% | +42.4% |
| 3Y | +91.0% | -4.5% | +95.6% | +83.0% |
| 5Y | +105.1% | +26.7% | +78.4% | +74.0% |
| 10Y | +598.2% | +179.5% | +418.8% | +338.6% |
| All | +4,747.3% | +2,874.9% | +1,872.4% | +1,303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling