+33.5%
LMT vs FAST
+36.2%
-2.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.1% |
| 7D | -8.5% | +3.8% | -12.4% | -9.3% |
| 30D | +15.4% | +8.1% | +7.4% | +13.6% |
| 3M | +0.7% | +5.8% | -5.1% | -0.6% |
| 6M | +17.6% | +24.9% | -7.2% | +13.5% |
| YTD | +23.8% | +38.9% | -15.1% | +12.3% |
| All | +33.5% | +36.2% | -2.7% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling