+164.3%
FSLY vs LH
+44.2%
+120.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | +1.3% |
| 7D | -22.2% | +2.1% | -24.3% | -21.6% |
| 30D | -19.1% | +19.2% | -38.3% | -12.4% |
| 3M | -15.7% | +18.0% | -33.7% | -8.2% |
| 6M | -23.5% | +46.1% | -69.6% | -7.3% |
| YTD | +106.6% | +47.7% | +58.9% | +115.5% |
| 1Y | +164.3% | +47.2% | +117.0% | +184.3% |
| All | +164.3% | +44.2% | +120.0% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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