+105.3%
FAST vs LVS
+1.5%
+103.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +2.1% | +11.1% | -9.0% | +0.5% |
| 30D | +6.9% | +14.7% | -7.8% | +4.6% |
| 3M | +4.8% | -10.9% | +15.8% | +6.5% |
| 6M | +19.8% | -22.3% | +42.1% | +24.1% |
| YTD | +34.9% | -35.8% | +70.7% | +43.4% |
| 1Y | +32.8% | -33.5% | +66.2% | +40.3% |
| 3Y | +93.7% | -11.7% | +105.5% | +92.1% |
| All | +105.3% | +1.5% | +103.8% | +100.9% |
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