-11.9%
FSLY vs LTH
+157.9%
-169.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -10.6% | -0.6% | -10.0% | -10.5% |
| 30D | -20.9% | -4.6% | -16.3% | -19.6% |
| 3M | +3.4% | +32.8% | -29.4% | -7.0% |
| 6M | +2.7% | +64.6% | -61.9% | -14.2% |
| YTD | +102.3% | +62.6% | +39.6% | +67.8% |
| 1Y | +182.1% | +49.9% | +132.1% | +140.7% |
| All | -11.9% | +157.9% | -169.9% | -42.2% |
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