+112.2%
FAST vs LTH
+160.9%
-48.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | -0.6% | +0.3% | -0.3% |
| 30D | -0.8% | -4.6% | +3.8% | -0.1% |
| 3M | +5.8% | +32.8% | -27.1% | +1.1% |
| 6M | +8.0% | +64.6% | -56.6% | -0.7% |
| YTD | +25.6% | +62.6% | -37.0% | +15.7% |
| 1Y | +0.8% | +49.9% | -49.1% | -6.2% |
| 3Y | +86.1% | +151.3% | -65.2% | +56.8% |
| All | +112.2% | +160.9% | -48.6% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling