-32.3%
FSLY vs LDOS
+100.5%
-132.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -22.9% | +1.9% | -24.8% | -23.5% |
| 30D | -44.6% | +12.8% | -57.4% | -47.5% |
| 3M | -41.5% | -1.0% | -40.5% | -41.5% |
| 6M | -20.8% | +6.2% | -27.0% | -23.8% |
| YTD | +59.5% | -23.2% | +82.7% | +74.6% |
| 1Y | +36.1% | -29.5% | +65.6% | +54.7% |
| 3Y | -1.0% | +37.1% | -38.0% | -18.0% |
| 5Y | -66.9% | +55.6% | -122.6% | -74.9% |
| All | -32.3% | +100.5% | -132.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling