+48.9%
LRCX vs FAST
+37.0%
+11.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.7% |
| 7D | +6.5% | +4.3% | +2.2% | +5.2% |
| 30D | -23.8% | +8.3% | -32.1% | -25.5% |
| 3M | -24.2% | +6.5% | -30.6% | -25.6% |
| 6M | -20.2% | +29.5% | -49.7% | -27.0% |
| YTD | +38.2% | +41.3% | -3.1% | +17.6% |
| 1Y | +48.9% | +37.4% | +11.5% | +29.3% |
| All | +48.9% | +37.0% | +11.9% | +29.3% |
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