+243.9%
LRCX vs FAST
+97.8%
+146.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.1% |
| 7D | +12.7% | +4.2% | +8.6% | +10.9% |
| 30D | -21.3% | +6.7% | -27.9% | -23.3% |
| 3M | -32.9% | +8.0% | -40.9% | -35.0% |
| 6M | -23.4% | +27.4% | -50.8% | -31.3% |
| YTD | +32.4% | +40.5% | -8.1% | +12.3% |
| 1Y | +48.0% | +38.4% | +9.7% | +26.5% |
| 3Y | +243.9% | +98.7% | +145.3% | +118.5% |
| All | +243.9% | +97.8% | +146.2% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling