+547.9%
FAST vs LVS
-12.6%
+560.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.3% | +3.3% |
| 7D | +3.8% | +5.2% | -1.3% | +2.8% |
| 30D | +8.1% | +12.0% | -3.9% | +5.5% |
| 3M | +5.8% | -11.5% | +17.3% | +8.2% |
| 6M | +24.9% | -23.2% | +48.1% | +31.2% |
| YTD | +38.9% | -36.7% | +75.6% | +51.1% |
| 1Y | +36.5% | -36.8% | +73.3% | +48.4% |
| 3Y | +98.1% | -10.5% | +108.7% | +96.1% |
| 5Y | +109.3% | +5.1% | +104.2% | +92.3% |
| 10Y | +547.9% | -14.0% | +561.9% | +506.6% |
| All | +547.9% | -12.6% | +560.5% | +506.6% |
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