+1,978.9%
FAST vs LVS
+69.2%
+1,909.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -0.8% | -3.2% | +2.4% | -0.3% |
| 3M | +5.8% | -12.0% | +17.7% | +8.0% |
| 6M | +8.0% | -19.9% | +27.9% | +11.8% |
| YTD | +25.6% | -30.6% | +56.3% | +33.1% |
| 1Y | +0.8% | -17.7% | +18.6% | +3.4% |
| 3Y | +86.1% | -14.2% | +100.3% | +86.5% |
| 5Y | +100.2% | +9.6% | +90.6% | +84.9% |
| 10Y | +494.2% | +5.7% | +488.5% | +432.3% |
| All | +1,978.9% | +69.2% | +1,909.7% | +1,351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling