+107.2%
FAST vs LCID
-97.6%
+204.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -0.4% | -6.6% | +6.2% | 0.0% |
| 30D | -0.8% | -30.1% | +29.4% | +1.3% |
| 3M | +5.8% | -17.6% | +23.4% | +5.8% |
| 6M | +8.0% | -54.4% | +62.4% | +11.8% |
| YTD | +25.6% | -55.7% | +81.4% | +30.0% |
| 1Y | +0.8% | -71.0% | +71.9% | +6.6% |
| 3Y | +86.1% | -92.6% | +178.7% | +109.4% |
| All | +107.2% | -97.6% | +204.8% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling