+33.6%
LRCX vs FAST
+36.2%
-2.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +9.5% |
| 7D | -2.7% | +3.8% | -6.6% | -3.8% |
| 30D | -30.6% | +8.1% | -38.7% | -32.1% |
| 3M | -28.8% | +5.8% | -34.6% | -30.1% |
| 6M | -24.6% | +24.9% | -49.5% | -30.2% |
| YTD | +29.7% | +38.9% | -9.3% | +10.4% |
| All | +33.6% | +36.2% | -2.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling