+93.4%
FAST vs LTH
+273.3%
-179.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | +0.7% | +5.3% | -4.6% | -0.1% |
| 30D | +4.6% | +18.3% | -13.6% | +2.0% |
| 3M | +6.4% | +5.4% | +1.0% | +5.4% |
| 6M | +20.6% | +62.5% | -41.9% | +11.7% |
| YTD | +34.7% | +79.6% | -45.0% | +22.5% |
| 1Y | +29.7% | +88.1% | -58.5% | +17.1% |
| All | +93.4% | +273.3% | -179.9% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling