-35.9%
FSLY vs LDOS
+98.4%
-134.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | +0.1% | -27.0% | -26.9% |
| 7D | -40.0% | -3.7% | -36.3% | -39.3% |
| 30D | -39.7% | +16.4% | -56.1% | -43.6% |
| 3M | -40.9% | +7.4% | -48.3% | -43.0% |
| 6M | -52.5% | -0.3% | -52.1% | -52.7% |
| YTD | +51.1% | -24.0% | +75.1% | +66.1% |
| 1Y | +90.6% | -29.6% | +120.2% | +116.7% |
| 3Y | -12.4% | +35.1% | -47.5% | -27.1% |
| 5Y | -69.1% | +52.9% | -122.0% | -76.3% |
| All | -35.9% | +98.4% | -134.3% | -54.0% |
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 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