-33.4%
FSLY vs LSCC
+751.2%
-784.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.4% | -7.6% | -3.5% |
| 7D | -22.4% | +19.3% | -41.8% | -28.6% |
| 30D | -45.5% | -9.6% | -35.8% | -42.3% |
| 3M | -30.4% | -12.4% | -18.0% | -26.0% |
| 6M | -22.1% | -10.5% | -11.6% | -20.2% |
| YTD | +57.0% | +54.8% | +2.2% | +16.3% |
| 1Y | +38.2% | +79.4% | -41.1% | -6.3% |
| 3Y | -2.5% | +109.6% | -112.1% | -47.8% |
| 5Y | -68.8% | +40.4% | -109.2% | -79.9% |
| All | -33.4% | +751.2% | -784.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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