+188.9%
LMT vs FAST
+506.4%
-317.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -8.2% | -4.7% | -3.5% | -6.9% |
| 3M | +3.7% | +7.9% | -4.2% | +1.3% |
| 6M | -19.2% | +7.4% | -26.6% | -21.2% |
| YTD | +12.9% | +25.1% | -12.2% | +4.8% |
| 1Y | +19.8% | +4.7% | +15.1% | +17.1% |
| 3Y | +37.3% | +94.7% | -57.4% | +7.9% |
| 5Y | +74.4% | +106.8% | -32.4% | +31.3% |
| 10Y | +188.9% | +507.7% | -318.8% | +52.5% |
| All | +188.9% | +506.4% | -317.5% | +52.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling