+32.8%
FAST vs LSCC
+68.2%
-35.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -7.0% | -0.4% |
| 7D | +2.1% | +13.0% | -10.9% | +0.9% |
| 30D | +6.9% | -19.8% | +26.7% | +8.8% |
| 3M | +4.8% | -18.4% | +23.2% | +6.4% |
| 6M | +19.8% | -16.1% | +35.9% | +19.7% |
| YTD | +34.9% | +42.7% | -7.8% | +20.9% |
| 1Y | +32.8% | +68.0% | -35.2% | +13.5% |
| All | +32.8% | +68.2% | -35.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling