Something that's fast, comfortable, good off-road, handles well when loaded with heavy luggage, unlikely to get nicked and folds small enough to cope with BloodyTrains would be lovely, yes.
But wanting all those things is a cycling enthusiast's affliction.
Fast = My Reilly but surely it very much depends on how fit one is
Comfortable = My Reilly with my Infinity saddle
Good off-road = My Reilly with some gravel tyres
Handles well when fully loaded = My Reilly
Unlikely to get nicked = My Reilly, e.g. don't leave it anywhere unattended for more than an hour, e.g. coffee stop (and get a cafe lock)
Folds small enough = Do you need to fold it (unless you're commuting on a train in rush hour I guess?)
I'm almost there with my Reilly (just not the 'small enough to cope with trains' bit, but then that's not an issue for me fortunately).