+138.7%
FAST vs LTH
+186.8%
-48.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +8.3% | +17.7% | -9.4% | +5.5% |
| 3M | +6.5% | +8.5% | -2.0% | +5.0% |
| 6M | +29.5% | +46.9% | -17.4% | +21.6% |
| YTD | +41.3% | +78.8% | -37.5% | +28.0% |
| 1Y | +37.4% | +84.9% | -47.5% | +23.8% |
| 3Y | +98.5% | +246.4% | -147.8% | +59.5% |
| 5Y | +111.1% | +129.6% | -18.5% | +65.0% |
| All | +138.7% | +186.8% | -48.1% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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