+202.1%
LMT vs FAST
+606.6%
-404.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.8% |
| 7D | -8.5% | +3.8% | -12.4% | -9.6% |
| 30D | +15.4% | +8.1% | +7.4% | +12.8% |
| 3M | +0.7% | +5.8% | -5.1% | -1.1% |
| 6M | +17.6% | +24.9% | -7.2% | +10.0% |
| YTD | +23.8% | +38.9% | -15.1% | +11.4% |
| 1Y | +31.6% | +36.5% | -4.8% | +19.0% |
| 3Y | +44.0% | +98.1% | -54.1% | +13.2% |
| 5Y | +98.8% | +109.3% | -10.5% | +50.3% |
| 10Y | +202.1% | +547.9% | -345.8% | +56.8% |
| All | +202.1% | +606.6% | -404.4% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling