-30.7%
FSLY vs LH
+178.8%
-209.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +4.9% | +1.1% | +3.8% | +4.3% |
| 30D | -33.5% | +16.7% | -50.3% | -38.8% |
| 3M | -44.6% | +15.1% | -59.7% | -49.0% |
| 6M | -9.2% | +46.3% | -55.6% | -27.4% |
| YTD | +63.3% | +48.8% | +14.5% | +27.1% |
| 1Y | +45.3% | +39.7% | +5.6% | +17.8% |
| 3Y | +3.7% | +87.0% | -83.3% | -30.7% |
| 5Y | -67.2% | +53.0% | -120.2% | -75.5% |
| All | -30.7% | +178.8% | -209.5% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling