-4.3%
FSLY vs LTH
+268.4%
-272.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -31.4% | +4.5% | -35.9% | -32.4% |
| 30D | -37.3% | +16.3% | -53.6% | -40.2% |
| 3M | -30.1% | +8.4% | -38.5% | -32.1% |
| 6M | -49.8% | +40.3% | -90.1% | -54.6% |
| YTD | +55.7% | +77.3% | -21.6% | +29.9% |
| 1Y | +44.5% | +88.0% | -43.5% | +18.4% |
| 3Y | -4.3% | +274.3% | -278.6% | -39.3% |
| All | -4.3% | +268.4% | -272.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling