+33.9%
FSLY vs LTH
+83.5%
-49.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -22.4% | +7.0% | -29.4% | -24.1% |
| 30D | -45.5% | +15.4% | -60.9% | -47.7% |
| 3M | -30.4% | +7.0% | -37.4% | -32.1% |
| 6M | -22.1% | +46.9% | -68.9% | -31.1% |
| YTD | +57.0% | +76.4% | -19.4% | +26.2% |
| All | +33.9% | +83.5% | -49.5% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling