+127.9%
FAST vs LTH
+184.4%
-56.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +2.1% | +4.5% | -2.4% | +1.4% |
| 30D | +6.9% | +16.3% | -9.5% | +4.3% |
| 3M | +4.8% | +8.4% | -3.5% | +3.4% |
| 6M | +19.8% | +40.3% | -20.5% | +13.3% |
| YTD | +34.9% | +77.3% | -42.4% | +22.4% |
| 1Y | +32.8% | +88.0% | -55.2% | +19.3% |
| 3Y | +93.7% | +274.3% | -180.5% | +53.6% |
| 5Y | +105.3% | +142.9% | -37.6% | +61.2% |
| All | +127.9% | +184.4% | -56.5% | +79.8% |
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