+3,821.0%
LRCX vs FAST
+506.4%
+3,314.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +10.4% | +1.3% | +9.1% | +9.5% |
| 30D | +2.9% | -4.7% | +7.7% | +6.1% |
| 3M | -1.2% | +7.9% | -9.1% | -6.7% |
| 6M | +60.9% | +7.4% | +53.4% | +51.9% |
| YTD | +87.5% | +25.1% | +62.5% | +58.4% |
| 1Y | +206.6% | +4.7% | +202.0% | +190.0% |
| 3Y | +392.1% | +94.7% | +297.4% | +191.1% |
| 5Y | +478.4% | +106.8% | +371.7% | +228.3% |
| 10Y | +3,821.0% | +507.7% | +3,313.3% | +1,245.0% |
| All | +3,821.0% | +506.4% | +3,314.6% | +1,245.0% |
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