+189.6%
FAST vs LCID
-96.5%
+286.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.4% | +2.6% |
| 7D | +3.8% | +20.0% | -16.2% | +2.9% |
| 30D | +8.1% | -5.0% | +13.1% | +8.1% |
| 3M | +5.8% | -48.9% | +54.7% | +8.7% |
| 6M | +24.9% | -43.2% | +68.1% | +26.6% |
| YTD | +38.9% | -65.9% | +104.9% | +43.8% |
| 1Y | +36.5% | -79.2% | +115.6% | +44.3% |
| 3Y | +98.1% | -90.4% | +188.6% | +111.5% |
| 5Y | +109.3% | -99.2% | +208.5% | +137.4% |
| All | +189.6% | -96.5% | +286.1% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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