-55.6%
FSLY vs LDOS
+43.9%
-99.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -10.6% | -5.4% | -5.2% | -9.1% |
| 30D | -20.9% | +4.9% | -25.8% | -22.2% |
| 3M | +3.4% | +7.2% | -3.8% | +0.7% |
| 6M | +2.7% | -24.2% | +27.0% | +12.2% |
| YTD | +102.3% | -25.8% | +128.1% | +120.6% |
| 1Y | +182.1% | -24.7% | +206.8% | +206.4% |
| 3Y | -14.6% | +39.3% | -53.8% | -24.6% |
| All | -55.6% | +43.9% | -99.5% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling