+44.5%
FSLY vs LTH
+77.7%
-33.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.7% |
| 7D | +11.8% | -4.6% | +16.4% | +13.2% |
| 30D | -36.5% | +14.8% | -51.4% | -39.2% |
| 3M | -39.7% | +3.9% | -43.7% | -40.7% |
| 6M | -9.7% | +35.5% | -45.2% | -18.2% |
| YTD | +68.9% | +71.3% | -2.5% | +36.4% |
| 1Y | +44.5% | +75.7% | -31.2% | +14.8% |
| All | +44.5% | +77.7% | -33.2% | +14.8% |
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 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