-60.7%
FSLY vs LTH
+183.0%
-243.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -22.4% | +7.0% | -29.4% | -25.3% |
| 30D | -45.5% | +15.4% | -60.9% | -49.6% |
| 3M | -30.4% | +7.0% | -37.4% | -33.4% |
| 6M | -22.1% | +46.9% | -68.9% | -37.1% |
| YTD | +57.0% | +76.4% | -19.4% | +13.9% |
| 1Y | +38.2% | +83.7% | -45.5% | -2.1% |
| 3Y | -2.5% | +248.9% | -251.4% | -57.2% |
| 5Y | -68.8% | +141.8% | -210.7% | -85.6% |
| All | -60.7% | +183.0% | -243.6% | -81.8% |
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