-12.3%
FSLY vs LDOS
+98.2%
-110.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -22.2% | -2.8% | -19.4% | -21.6% |
| 30D | -19.1% | +13.6% | -32.7% | -23.5% |
| 3M | -15.7% | +4.2% | -19.9% | -17.8% |
| 6M | -23.5% | -8.2% | -15.3% | -21.8% |
| YTD | +106.6% | -24.1% | +130.7% | +127.3% |
| 1Y | +164.3% | -31.2% | +195.5% | +203.5% |
| 3Y | +19.8% | +35.0% | -15.2% | -0.2% |
| 5Y | -61.3% | +52.6% | -114.0% | -70.3% |
| All | -12.3% | +98.2% | -110.5% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling