-11.1%
LHX vs FSLY
+210.9%
-221.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.1% |
| 7D | -4.3% | +12.5% | -16.7% | -4.3% |
| 30D | -15.1% | -18.8% | +3.7% | -15.1% |
| 3M | -21.0% | +22.7% | -43.6% | -21.0% |
| 6M | -32.0% | -3.7% | -28.3% | -31.9% |
| YTD | -15.3% | +127.5% | -142.8% | -15.5% |
| 1Y | -11.1% | +193.5% | -204.6% | -10.6% |
| All | -11.1% | +210.9% | -221.9% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling