+438.9%
LLY vs FAST
+102.7%
+336.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -0.7% | +0.7% | -1.3% | -0.8% |
| 30D | +17.9% | +4.6% | +13.3% | +16.6% |
| 3M | +16.8% | +6.4% | +10.5% | +15.0% |
| 6M | +38.4% | +20.6% | +17.8% | +32.0% |
| YTD | +27.6% | +34.7% | -7.1% | +18.5% |
| 1Y | +48.3% | +29.7% | +18.7% | +38.9% |
| 3Y | +145.4% | +89.9% | +55.4% | +105.5% |
| 5Y | +438.9% | +105.0% | +333.9% | +345.1% |
| All | +438.9% | +102.7% | +336.2% | +345.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling