+181.2%
FAST vs LCID
-96.8%
+278.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | -0.3% |
| 7D | +2.1% | +8.9% | -6.9% | +1.6% |
| 30D | +6.9% | -15.4% | +22.3% | +7.5% |
| 3M | +4.8% | -52.9% | +57.7% | +8.1% |
| 6M | +19.8% | -46.8% | +66.6% | +21.8% |
| YTD | +34.9% | -68.9% | +103.8% | +40.2% |
| 1Y | +32.8% | -81.7% | +114.5% | +41.2% |
| 3Y | +93.7% | -92.4% | +186.1% | +109.1% |
| 5Y | +105.3% | -99.2% | +204.5% | +133.8% |
| All | +181.2% | -96.8% | +278.0% | +226.8% |
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