-4.3%
FSLY vs LSCC
+81.4%
-85.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | +0.4% |
| 7D | -31.4% | +13.0% | -44.4% | -33.9% |
| 30D | -37.3% | -19.8% | -17.5% | -31.7% |
| 3M | -30.1% | -18.4% | -11.7% | -24.9% |
| 6M | -49.8% | -16.1% | -33.7% | -46.8% |
| YTD | +55.7% | +42.7% | +13.0% | +31.4% |
| 1Y | +44.5% | +68.0% | -23.5% | +13.7% |
| 3Y | -4.3% | +85.8% | -90.2% | -39.9% |
| All | -4.3% | +81.4% | -85.7% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling