+100.0%
FAST vs LVS
-11.5%
+111.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +5.0% | -3.9% | +8.9% | +5.8% |
| 30D | +8.6% | +7.1% | +1.5% | +7.0% |
| 3M | +6.9% | -13.2% | +20.1% | +9.7% |
| 6M | +29.6% | -22.8% | +52.4% | +35.9% |
| YTD | +41.4% | -38.0% | +79.4% | +54.6% |
| 1Y | +38.5% | -39.5% | +78.0% | +52.1% |
| All | +100.0% | -11.5% | +111.4% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling