-28.1%
FSLY vs LDOS
+95.6%
-123.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.2% |
| 7D | -17.9% | -1.3% | -16.6% | -17.6% |
| 30D | -34.7% | +10.1% | -44.8% | -37.6% |
| 3M | -40.0% | -4.7% | -35.4% | -39.3% |
| 6M | -11.8% | +5.6% | -17.4% | -15.1% |
| YTD | +69.5% | -25.1% | +94.6% | +87.2% |
| 1Y | +44.0% | -31.7% | +75.6% | +65.6% |
| 3Y | +5.2% | +33.7% | -28.5% | -12.1% |
| 5Y | -65.6% | +54.4% | -119.9% | -73.8% |
| All | -28.1% | +95.6% | -123.6% | -48.2% |
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