+21,688.9%
LLY vs FAST
+76,596.6%
-54,907.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +10.1% | +3.4% | +6.6% | +9.4% |
| 30D | +24.0% | +5.5% | +18.5% | +22.7% |
| 3M | +27.3% | +7.6% | +19.7% | +25.4% |
| 6M | +47.0% | +19.8% | +27.1% | +41.7% |
| YTD | +32.6% | +35.5% | -2.9% | +24.7% |
| 1Y | +57.3% | +31.6% | +25.7% | +48.7% |
| 3Y | +154.9% | +91.0% | +63.9% | +122.2% |
| 5Y | +447.5% | +105.1% | +342.4% | +367.2% |
| 10Y | +2,187.5% | +598.2% | +1,589.3% | +1,433.1% |
| All | +21,688.9% | +76,596.6% | -54,907.7% | +6,642.4% |
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 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