-5.3%
FSLY vs LH
+131.0%
-136.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +2.4% |
| 7D | +7.5% | -7.4% | +14.9% | +12.0% |
| 30D | -21.1% | -4.6% | -16.5% | -19.3% |
| 3M | +21.8% | +14.5% | +7.3% | +12.2% |
| 6M | -0.1% | +14.8% | -14.9% | -8.1% |
| YTD | +123.1% | +23.3% | +99.8% | +93.0% |
| 1Y | +208.6% | +13.6% | +195.0% | +179.9% |
| 3Y | -1.3% | +56.3% | -57.6% | -27.3% |
| 5Y | -48.4% | +25.2% | -73.6% | -57.0% |
| All | -5.3% | +131.0% | -136.3% | -43.8% |
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