-33.9%
FSLY vs LDOS
+93.8%
-127.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +4.0% |
| 7D | -31.4% | -7.2% | -24.2% | -29.6% |
| 30D | -37.3% | +16.8% | -54.1% | -41.4% |
| 3M | -30.1% | -1.6% | -28.5% | -30.0% |
| 6M | -49.8% | -1.0% | -48.8% | -50.0% |
| YTD | +55.7% | -25.8% | +81.5% | +72.7% |
| 1Y | +44.5% | -31.1% | +75.6% | +65.7% |
| 3Y | -4.3% | +32.8% | -37.1% | -19.9% |
| 5Y | -68.2% | +49.4% | -117.6% | -75.4% |
| All | -33.9% | +93.8% | -127.7% | -52.2% |
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