+12,181.1%
LMT vs FAST
+76,279.5%
-64,098.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -11.0% | +2.1% | -13.0% | -11.3% |
| 30D | +13.6% | +6.9% | +6.7% | +12.3% |
| 3M | -2.1% | +4.8% | -6.9% | -2.9% |
| 6M | +11.7% | +19.8% | -8.1% | +8.1% |
| YTD | +19.4% | +34.9% | -15.5% | +12.9% |
| 1Y | +24.1% | +32.8% | -8.7% | +17.6% |
| 3Y | +36.2% | +93.7% | -57.6% | +19.9% |
| 5Y | +90.7% | +105.3% | -14.6% | +64.8% |
| 10Y | +212.5% | +595.4% | -382.9% | +119.0% |
| All | +12,181.1% | +76,279.5% | -64,098.4% | +5,635.1% |
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