-44.1%
FSLY vs LTH
+152.0%
-196.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.5% |
| 7D | +11.2% | -4.0% | +15.2% | +13.4% |
| 30D | -18.2% | -1.7% | -16.5% | -17.6% |
| 3M | +21.9% | +28.0% | -6.1% | +6.4% |
| 6M | +4.0% | +54.1% | -50.0% | -17.6% |
| YTD | +123.1% | +57.1% | +66.0% | +72.6% |
| 1Y | +196.9% | +45.8% | +151.1% | +137.8% |
| 3Y | -1.3% | +157.6% | -158.8% | -48.2% |
| All | -44.1% | +152.0% | -196.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LTH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling