+32.8%
FAST vs LTH
+84.4%
-51.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.4% |
| 3M | +4.8% | +8.4% | -3.5% | +3.4% |
| 6M | +19.8% | +40.3% | -20.5% | +13.5% |
| YTD | +34.9% | +77.3% | -42.4% | +21.6% |
| 1Y | +32.8% | +88.0% | -55.2% | +18.5% |
| All | +32.8% | +84.4% | -51.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling