+193.5%
FSLY vs LH
+14.9%
+178.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +2.3% |
| 7D | +12.5% | -4.7% | +17.2% | +11.2% |
| 30D | -18.8% | -3.5% | -15.3% | -19.3% |
| 3M | +22.7% | +17.7% | +5.0% | +29.3% |
| 6M | -3.7% | +15.8% | -19.5% | +0.9% |
| YTD | +127.5% | +25.1% | +102.4% | +121.1% |
| 1Y | +193.5% | +12.5% | +181.0% | +195.4% |
| All | +193.5% | +14.9% | +178.6% | +195.4% |
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