+47.0%
LMT vs FAST
+99.1%
-52.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +4.8% | +5.0% | -0.2% | +4.0% |
| 30D | +19.9% | +8.6% | +11.3% | +18.2% |
| 3M | +0.2% | +6.9% | -6.7% | -1.0% |
| 6M | +17.4% | +29.6% | -12.2% | +12.8% |
| YTD | +27.2% | +41.4% | -14.3% | +19.7% |
| 1Y | +35.6% | +38.5% | -2.9% | +28.0% |
| All | +47.0% | +99.1% | -52.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling