+11,275.8%
LMT vs FAST
+71,032.6%
-59,756.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -8.5% | -0.8% | -7.7% | -8.4% |
| 3M | +1.8% | +5.8% | -3.9% | +0.8% |
| 6M | -19.9% | +8.0% | -27.9% | -21.2% |
| YTD | +10.6% | +25.6% | -15.1% | +5.9% |
| 1Y | +17.9% | +0.8% | +17.1% | +17.2% |
| 3Y | +27.0% | +86.1% | -59.1% | +12.5% |
| 5Y | +68.7% | +100.2% | -31.5% | +46.4% |
| 10Y | +181.1% | +494.2% | -313.1% | +101.9% |
| All | +11,275.8% | +71,032.6% | -59,756.8% | +5,279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling