+38.5%
FAST vs LTH
+77.7%
-39.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.7% |
| 7D | +5.0% | -4.6% | +9.6% | +5.8% |
| 30D | +8.6% | +14.8% | -6.3% | +6.1% |
| 3M | +6.9% | +3.9% | +3.0% | +6.1% |
| 6M | +29.6% | +35.5% | -5.9% | +23.3% |
| YTD | +41.4% | +71.3% | -29.9% | +27.2% |
| 1Y | +38.5% | +75.7% | -37.2% | +23.5% |
| All | +38.5% | +77.7% | -39.2% | +23.5% |
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