+367.0%
LRCX vs FAST
+93.0%
+274.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.8% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | -8.5% | +5.8% | -14.2% | -11.0% |
| 6M | +38.1% | +8.0% | +30.1% | +32.6% |
| YTD | +80.1% | +25.6% | +54.4% | +60.0% |
| 1Y | +208.1% | +0.8% | +207.2% | +203.5% |
| All | +367.0% | +93.0% | +274.0% | +211.6% |
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