-49.8%
FSLY vs LSCC
-16.2%
-33.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | -0.8% |
| 7D | -31.4% | +13.0% | -44.4% | -34.6% |
| 30D | -37.3% | -19.8% | -17.5% | -30.0% |
| 3M | -30.1% | -18.4% | -11.7% | -23.1% |
| 6M | -49.8% | -16.1% | -33.7% | -53.4% |
| All | -49.8% | -16.2% | -33.6% | -53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling