+507.7%
FAST vs LVS
+1.0%
+506.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -4.7% | -3.9% | -0.8% | -4.0% |
| 3M | +7.9% | -12.9% | +20.8% | +10.8% |
| 6M | +7.4% | -16.9% | +24.4% | +11.0% |
| YTD | +25.1% | -31.2% | +56.3% | +34.0% |
| 1Y | +4.7% | -16.4% | +21.1% | +7.3% |
| 3Y | +94.7% | -4.4% | +99.1% | +90.2% |
| 5Y | +106.8% | +6.7% | +100.1% | +89.2% |
| 10Y | +507.7% | +1.4% | +506.2% | +440.2% |
| All | +507.7% | +1.0% | +506.6% | +440.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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