+161.9%
FAST vs LCID
-95.4%
+257.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.7% |
| 7D | -0.4% | -6.6% | +6.2% | -0.1% |
| 30D | -0.8% | -30.1% | +29.4% | +0.8% |
| 3M | +5.8% | -17.6% | +23.4% | +5.8% |
| 6M | +8.0% | -54.4% | +62.4% | +10.8% |
| YTD | +25.6% | -55.7% | +81.4% | +28.8% |
| 1Y | +0.8% | -71.0% | +71.9% | +5.1% |
| 3Y | +86.1% | -92.6% | +178.7% | +101.8% |
| 5Y | +100.2% | -97.6% | +197.8% | +124.6% |
| All | +161.9% | -95.4% | +257.3% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling