-14.2%
FSLY vs LSCC
+766.2%
-780.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.5% |
| 7D | -10.6% | +1.3% | -11.9% | -11.2% |
| 30D | -20.9% | -9.7% | -11.2% | -16.5% |
| 3M | +3.4% | -23.7% | +27.1% | +16.3% |
| 6M | +2.7% | +26.5% | -23.7% | -11.4% |
| YTD | +102.3% | +57.5% | +44.7% | +49.8% |
| 1Y | +182.1% | +75.7% | +106.4% | +93.0% |
| 3Y | -14.6% | +19.5% | -34.0% | -35.1% |
| 5Y | -55.9% | +83.8% | -139.7% | -74.7% |
| All | -14.2% | +766.2% | -780.4% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling