-30.7%
FSLY vs LSCC
+739.7%
-770.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -0.5% |
| 7D | +4.9% | +7.0% | -2.1% | +0.9% |
| 30D | -33.5% | -2.3% | -31.2% | -32.6% |
| 3M | -44.6% | -12.5% | -32.1% | -41.1% |
| 6M | -9.2% | -10.6% | +1.4% | -7.1% |
| YTD | +63.3% | +52.7% | +10.6% | +21.6% |
| 1Y | +45.3% | +74.0% | -28.7% | 0.0% |
| 3Y | +3.7% | +104.8% | -101.0% | -43.8% |
| 5Y | -67.2% | +36.2% | -103.4% | -78.5% |
| All | -30.7% | +739.7% | -770.4% | -81.4% |
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