+107.2%
FAST vs LSCC
+82.7%
+24.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | -0.8% | -9.7% | +8.9% | +0.7% |
| 3M | +5.8% | -23.7% | +29.5% | +9.4% |
| 6M | +8.0% | +26.5% | -18.5% | +1.6% |
| YTD | +25.6% | +57.5% | -31.9% | +13.1% |
| 1Y | +0.8% | +75.7% | -74.9% | -11.6% |
| 3Y | +86.1% | +19.5% | +66.6% | +68.1% |
| All | +107.2% | +82.7% | +24.5% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling