+575.3%
FAST vs LSCC
+1,244.7%
-669.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -7.0% | -1.0% |
| 7D | +2.1% | +13.0% | -10.9% | -0.3% |
| 30D | +6.9% | -19.8% | +26.7% | +10.4% |
| 3M | +4.8% | -18.4% | +23.2% | +7.5% |
| 6M | +19.8% | -16.1% | +35.9% | +20.5% |
| YTD | +34.9% | +42.7% | -7.8% | +21.7% |
| 1Y | +32.8% | +68.0% | -35.2% | +16.0% |
| 3Y | +93.7% | +85.8% | +7.9% | +56.9% |
| 5Y | +105.3% | +28.0% | +77.3% | +69.3% |
| All | +575.3% | +1,244.7% | -669.4% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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