+183.0%
LMT vs FAST
+509.1%
-326.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -8.5% | -0.8% | -7.7% | -8.3% |
| 3M | +1.8% | +5.8% | -3.9% | +0.1% |
| 6M | -19.9% | +8.0% | -27.9% | -22.1% |
| YTD | +10.6% | +25.6% | -15.1% | +2.5% |
| 1Y | +17.9% | +0.8% | +17.1% | +16.6% |
| 3Y | +27.0% | +86.1% | -59.1% | +1.3% |
| 5Y | +68.7% | +100.2% | -31.5% | +28.6% |
| All | +183.0% | +509.1% | -326.0% | +49.2% |
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