-33.4%
FSLY vs LDOS
+98.3%
-131.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | -22.4% | -5.8% | -16.6% | -20.8% |
| 30D | -45.5% | +11.6% | -57.0% | -48.1% |
| 3M | -30.4% | -1.0% | -29.4% | -30.4% |
| 6M | -22.1% | +5.1% | -27.1% | -24.7% |
| YTD | +57.0% | -24.0% | +81.0% | +72.5% |
| 1Y | +38.2% | -30.3% | +68.5% | +57.8% |
| 3Y | -2.5% | +37.0% | -39.5% | -19.3% |
| 5Y | -68.8% | +53.4% | -122.2% | -76.2% |
| All | -33.4% | +98.3% | -131.7% | -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