+132.2%
LLY vs FAST
+91.8%
+40.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | +2.1% | -6.6% | -4.9% |
| 30D | +13.9% | +6.9% | +7.0% | +12.3% |
| 3M | +13.8% | +4.8% | +8.9% | +12.6% |
| 6M | +37.6% | +19.8% | +17.8% | +32.4% |
| YTD | +26.6% | +34.9% | -8.3% | +19.7% |
| 1Y | +45.3% | +32.8% | +12.6% | +37.8% |
| 3Y | +132.2% | +93.7% | +38.5% | +113.0% |
| All | +132.2% | +91.8% | +40.4% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling