-28.1%
FSLY vs LSCC
+817.6%
-845.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.4% | -4.1% | +1.0% |
| 7D | -17.9% | +14.5% | -32.4% | -22.8% |
| 30D | -34.7% | -0.1% | -34.6% | -34.5% |
| 3M | -40.0% | -2.7% | -37.4% | -39.6% |
| 6M | -11.8% | -4.8% | -7.0% | -12.6% |
| YTD | +69.5% | +66.9% | +2.7% | +20.7% |
| 1Y | +44.0% | +85.8% | -41.9% | -4.1% |
| 3Y | +5.2% | +115.6% | -110.3% | -44.2% |
| 5Y | -65.6% | +48.8% | -114.4% | -78.5% |
| All | -28.1% | +817.6% | -845.6% | -81.5% |
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