-49.3%
FSLY vs LTH
+160.9%
-210.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -10.6% | -0.6% | -10.0% | -10.4% |
| 30D | -20.9% | -4.6% | -16.3% | -19.1% |
| 3M | +3.4% | +32.8% | -29.4% | -11.2% |
| 6M | +2.7% | +64.6% | -61.9% | -21.3% |
| YTD | +102.3% | +62.6% | +39.6% | +53.9% |
| 1Y | +182.1% | +49.9% | +132.1% | +122.9% |
| 3Y | -14.6% | +151.3% | -165.9% | -54.2% |
| All | -49.3% | +160.9% | -210.2% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling