-66.0%
FSLY vs LH
+54.4%
-120.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.8% | +2.5% | +9.3% | +10.1% |
| 30D | -36.5% | +18.7% | -55.3% | -43.0% |
| 3M | -39.7% | +15.3% | -55.1% | -45.4% |
| 6M | -9.7% | +45.4% | -55.1% | -30.8% |
| YTD | +68.9% | +49.5% | +19.4% | +22.8% |
| 1Y | +44.5% | +41.4% | +3.1% | +10.4% |
| 3Y | +4.8% | +87.6% | -82.8% | -40.6% |
| 5Y | -66.0% | +53.8% | -119.8% | -79.2% |
| All | -66.0% | +54.4% | -120.4% | -79.2% |
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