+105.3%
FAST vs LVS
+8.6%
+96.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | +6.7% | +10.0% | -3.3% | +5.1% |
| 3M | +8.0% | -11.0% | +19.1% | +9.8% |
| 6M | +27.4% | -20.1% | +47.6% | +31.4% |
| YTD | +40.5% | -36.3% | +76.8% | +49.5% |
| 1Y | +38.4% | -36.8% | +75.2% | +47.3% |
| 3Y | +98.7% | -9.5% | +108.2% | +96.4% |
| All | +105.3% | +8.6% | +96.7% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling