-50.2%
FSLY vs LH
+28.2%
-78.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.8% | +6.5% |
| 7D | +11.2% | -3.2% | +14.3% | +13.6% |
| 30D | -18.2% | +0.1% | -18.3% | -18.5% |
| 3M | +21.9% | +18.6% | +3.3% | +7.5% |
| 6M | +4.0% | +17.9% | -13.9% | -7.9% |
| YTD | +123.1% | +28.9% | +94.1% | +78.7% |
| 1Y | +196.9% | +16.6% | +180.2% | +157.8% |
| 3Y | -1.3% | +63.6% | -64.8% | -39.2% |
| 5Y | -50.2% | +30.0% | -80.2% | -63.7% |
| All | -50.2% | +28.2% | -78.4% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling