+53.7%
LHX vs FSLY
+7.7%
+45.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -4.3% | +12.5% | -16.7% | -4.5% |
| 30D | -15.1% | -18.8% | +3.7% | -14.8% |
| 3M | -21.0% | +22.7% | -43.6% | -21.5% |
| 6M | -32.0% | -3.7% | -28.3% | -32.4% |
| YTD | -15.3% | +127.5% | -142.8% | -18.0% |
| 1Y | -11.1% | +193.5% | -204.6% | -14.6% |
| 3Y | +54.0% | -1.3% | +55.3% | +49.7% |
| 5Y | +17.1% | -47.3% | +64.5% | +14.1% |
| All | +53.7% | +7.7% | +45.9% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling