+44.0%
FSLY vs LDOS
-31.1%
+75.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.8% |
| 7D | -17.9% | -1.3% | -16.6% | -17.8% |
| 30D | -34.7% | +10.1% | -44.8% | -37.0% |
| 3M | -40.0% | -4.7% | -35.4% | -39.9% |
| 6M | -11.8% | +5.6% | -17.4% | -13.0% |
| YTD | +69.5% | -25.1% | +94.6% | +79.1% |
| 1Y | +44.0% | -31.7% | +75.6% | +69.7% |
| All | +44.0% | -31.1% | +75.0% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling