-33.9%
FSLY vs LSCC
+684.9%
-718.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.1% | -0.6% |
| 7D | -31.4% | +13.0% | -44.4% | -35.1% |
| 30D | -37.3% | -19.8% | -17.5% | -29.4% |
| 3M | -30.1% | -18.4% | -11.7% | -22.8% |
| 6M | -49.8% | -16.1% | -33.7% | -46.1% |
| YTD | +55.7% | +42.7% | +13.0% | +20.5% |
| 1Y | +44.5% | +68.0% | -23.5% | +1.5% |
| 3Y | -4.3% | +85.8% | -90.2% | -45.2% |
| 5Y | -68.2% | +28.0% | -96.2% | -78.4% |
| All | -33.9% | +684.9% | -718.8% | -81.6% |
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