+135.9%
FAST vs LTH
+186.2%
-50.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +4.8% | +6.4% | -1.6% | +3.8% |
| 30D | +8.6% | +16.7% | -8.1% | +6.0% |
| 3M | +5.7% | +11.7% | -6.0% | +3.7% |
| 6M | +25.5% | +48.5% | -23.0% | +17.6% |
| YTD | +39.6% | +78.4% | -38.8% | +26.6% |
| 1Y | +35.5% | +89.7% | -54.2% | +21.6% |
| 3Y | +96.2% | +245.6% | -149.4% | +57.6% |
| 5Y | +110.2% | +142.7% | -32.5% | +64.8% |
| All | +135.9% | +186.2% | -50.3% | +85.9% |
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