+57.3%
LLY vs FAST
+32.0%
+25.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +10.1% | +3.4% | +6.6% | +9.0% |
| 30D | +24.0% | +5.5% | +18.5% | +22.0% |
| 3M | +27.3% | +7.6% | +19.7% | +24.4% |
| 6M | +47.0% | +19.8% | +27.1% | +38.6% |
| YTD | +32.6% | +35.5% | -2.9% | +24.9% |
| 1Y | +57.3% | +31.6% | +25.7% | +50.4% |
| All | +57.3% | +32.0% | +25.3% | +50.4% |
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