In foal to Speightstown, Cloud Break was acquired by WinStar Farm in 2005's Fasig-Tipton Kentucky November mixed sale for $600,000.

Not reaching his reserve in the 2004 two-year-old Ocala, Florida, Breeders' Sale in March (the stopping price was $195,000), he was sold privately for $140,000 to Harry Aleo, and throughout his short career was trained by Greg Gilchrist.

Lost in the Fog's home track was the San Francisco Bay Area's Golden Gate Fields.

In 2005, competing solely in stakes company (with the exception of his maiden), he won the Eclipse Award for Outstanding Sprint Horse.

He won 10 straight races, although his hopes of becoming the 2005 Eclipse Award for Horse of the Year winner were dashed on October 29, 2005 when he finished seventh in the Breeders' Cup Sprint.

The colt lost his first 2006 start, finishing second behind Carthage in the April 22 Oakland Tribune Golden Gate Fields Sprint.

Carrying high weight of 124 pounds and ridden by Russell Baze, Lost in the Fog won the $69,024 winner's share of the purse and set a new stakes record.

In August 2006, believing Lost in the Fog to be suffering from a mild bout of colic, his handlers took him to the California-Davis veterinary school.

The doctors thought that surgery was likely, a rare operation but possibly one that could give Lost in the Fog a full life.

Gilchrist didn't think it would appropriate to extend Lost in the Fog's life unnecessarily or subject the horse to surgery or chemotherapy.

"[5] Lost in the Fog was vanned back to his stall at Golden Gate Fields, where he was pampered for his remaining days.

Dr. David Wilson, director of the university's large-animal clinic and a member of the team who worked on the horse, said that the tumor "went all the way from his pelvis to invade and erode his diaphragm and chest cavity."

Coming up alongside Lost in the Fog's aorta and pressing against his blood vessels, the tumor caused swelling in his hind legs.