+521.0%
LITE vs FAST
+2.3%
+518.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.0% |
| 7D | -1.5% | -0.4% | -1.2% | -1.5% |
| 30D | +6.7% | -0.8% | +7.4% | +6.7% |
| 3M | -6.8% | +5.8% | -12.5% | -5.8% |
| 6M | +29.4% | +8.0% | +21.5% | +31.3% |
| YTD | +139.1% | +25.6% | +113.5% | +150.0% |
| 1Y | +521.0% | +0.8% | +520.2% | +497.2% |
| All | +521.0% | +2.3% | +518.7% | +497.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling