+55.8%
LHX vs FSLY
-0.4%
+56.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | +7.5% | -12.3% | -4.9% |
| 30D | -12.7% | -21.1% | +8.3% | -12.5% |
| 3M | -17.6% | +21.8% | -39.4% | -18.0% |
| 6M | -30.7% | -0.1% | -30.6% | -31.1% |
| YTD | -14.3% | +123.1% | -137.4% | -16.5% |
| 1Y | -8.4% | +208.6% | -217.0% | -11.7% |
| All | +55.8% | -0.4% | +56.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling