-57.5%
FSLY vs LTH
+186.8%
-244.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -17.9% | +0.3% | -18.2% | -18.2% |
| 30D | -34.7% | +17.7% | -52.4% | -40.3% |
| 3M | -40.0% | +8.5% | -48.5% | -42.8% |
| 6M | -11.8% | +46.9% | -58.8% | -28.8% |
| YTD | +69.5% | +78.8% | -9.2% | +22.2% |
| 1Y | +44.0% | +84.9% | -40.9% | +1.8% |
| 3Y | +5.2% | +246.4% | -241.1% | -53.5% |
| 5Y | -65.6% | +129.6% | -195.1% | -84.3% |
| All | -57.5% | +186.8% | -244.3% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling