+119.0%
LITE vs FAST
+31.1%
+87.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.7% |
| 7D | -44.6% | +0.7% | -45.2% | -44.5% |
| 30D | -55.0% | +4.6% | -59.7% | -54.8% |
| 3M | -38.3% | +6.4% | -44.7% | -38.0% |
| 6M | -48.8% | +20.6% | -69.3% | -48.9% |
| YTD | +38.3% | +34.7% | +3.6% | +39.3% |
| 1Y | +119.0% | +29.7% | +89.3% | +125.5% |
| All | +119.0% | +31.1% | +87.9% | +125.5% |
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