-14.2%
FSLY vs LH
+146.0%
-160.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.7% |
| 7D | -10.6% | -2.5% | -8.2% | -9.3% |
| 30D | -20.9% | +4.3% | -25.2% | -22.9% |
| 3M | +3.4% | +25.5% | -22.1% | -9.6% |
| 6M | +2.7% | +17.0% | -14.2% | -6.3% |
| YTD | +102.3% | +31.3% | +71.0% | +69.3% |
| 1Y | +182.1% | +20.0% | +162.1% | +148.9% |
| 3Y | -14.6% | +63.9% | -78.4% | -38.5% |
| 5Y | -55.9% | +30.9% | -86.8% | -64.2% |
| All | -14.2% | +146.0% | -160.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling