+74,726.4%
FAST vs LSCC
+9,994.1%
+64,732.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +3.4% | +3.0% | +0.5% | +2.7% |
| 30D | +5.5% | -19.3% | +24.8% | +8.9% |
| 3M | +7.6% | -22.3% | +29.9% | +11.3% |
| 6M | +19.8% | -14.6% | +34.4% | +20.4% |
| YTD | +35.5% | +45.8% | -10.3% | +22.9% |
| 1Y | +31.6% | +69.6% | -38.0% | +16.1% |
| 3Y | +91.0% | +86.1% | +4.9% | +58.0% |
| 5Y | +105.1% | +30.7% | +74.4% | +73.1% |
| 10Y | +598.2% | +1,283.9% | -685.6% | +267.3% |
| All | +74,726.4% | +9,994.1% | +64,732.2% | +23,954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling