+478.4%
LRCX vs FAST
+108.2%
+370.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +10.4% | +1.3% | +9.1% | +9.5% |
| 30D | +2.9% | -4.7% | +7.7% | +6.0% |
| 3M | -1.2% | +7.9% | -9.1% | -6.6% |
| 6M | +60.9% | +7.4% | +53.4% | +52.0% |
| YTD | +87.5% | +25.1% | +62.5% | +58.2% |
| 1Y | +206.6% | +4.7% | +202.0% | +190.7% |
| 3Y | +392.1% | +94.7% | +297.4% | +170.3% |
| 5Y | +478.4% | +106.8% | +371.7% | +201.4% |
| All | +478.4% | +108.2% | +370.2% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling