+5,083.9%
LITE vs FAST
+557.5%
+4,526.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | -0.4% | -1.2% | -1.4% |
| 30D | +6.7% | -0.8% | +7.4% | +7.0% |
| 3M | -6.8% | +5.8% | -12.5% | -9.9% |
| 6M | +29.4% | +8.0% | +21.5% | +23.4% |
| YTD | +139.1% | +25.6% | +113.5% | +110.0% |
| 1Y | +521.0% | +0.8% | +520.2% | +505.2% |
| 3Y | +1,535.3% | +86.1% | +1,449.2% | +1,046.9% |
| 5Y | +889.8% | +100.2% | +789.6% | +559.2% |
| 10Y | +2,400.7% | +494.2% | +1,906.5% | +1,009.3% |
| All | +5,083.9% | +557.5% | +4,526.3% | +2,173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling