+56.7%
LHX vs FSLY
+5.6%
+51.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.2% |
| 7D | -3.7% | +11.2% | -14.9% | -3.9% |
| 30D | -13.2% | -18.2% | +5.0% | -12.8% |
| 3M | -18.4% | +21.9% | -40.3% | -18.9% |
| 6M | -32.0% | +4.0% | -36.0% | -32.5% |
| YTD | -13.6% | +123.1% | -136.7% | -16.3% |
| 1Y | -6.0% | +196.9% | -202.8% | -9.8% |
| 3Y | +57.9% | -1.3% | +59.2% | +53.5% |
| 5Y | +19.2% | -50.2% | +69.4% | +16.3% |
| All | +56.7% | +5.6% | +51.1% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded FSLY 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling