+2,479.7%
LRCX vs FAST
+606.6%
+1,873.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +8.4% |
| 7D | -2.7% | +3.8% | -6.6% | -5.0% |
| 30D | -30.6% | +8.1% | -38.7% | -34.1% |
| 3M | -28.8% | +5.8% | -34.6% | -31.6% |
| 6M | -24.6% | +24.9% | -49.5% | -35.6% |
| YTD | +29.7% | +38.9% | -9.3% | +1.8% |
| 1Y | +39.5% | +36.5% | +3.1% | +10.8% |
| 3Y | +248.9% | +98.1% | +150.8% | +104.0% |
| 5Y | +274.3% | +109.3% | +165.0% | +109.0% |
| 10Y | +2,479.7% | +547.9% | +1,931.8% | +753.5% |
| All | +2,479.7% | +606.6% | +1,873.1% | +753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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