+221.6%
LRCX vs FAST
+91.8%
+129.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.1% | +8.2% |
| 7D | -16.2% | +2.1% | -18.3% | -16.9% |
| 30D | -39.2% | +6.9% | -46.1% | -40.9% |
| 3M | -34.4% | +4.8% | -39.2% | -35.8% |
| 6M | -32.4% | +19.8% | -52.2% | -37.9% |
| YTD | +17.4% | +34.9% | -17.5% | +1.1% |
| 1Y | +24.2% | +32.8% | -8.6% | +7.6% |
| 3Y | +221.6% | +93.7% | +127.8% | +97.6% |
| All | +221.6% | +91.8% | +129.8% | +97.6% |
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