+91.4%
LMT vs FSLY
+5.6%
+85.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +7.5% | -8.1% | -0.6% |
| 30D | -10.8% | -21.1% | +10.3% | -10.5% |
| 3M | +1.6% | +21.8% | -20.2% | +1.2% |
| 6M | -17.6% | -0.1% | -17.4% | -17.9% |
| YTD | +11.6% | +123.1% | -111.5% | +9.6% |
| 1Y | +17.2% | +208.6% | -191.3% | +14.3% |
| 3Y | +35.7% | -1.3% | +37.0% | +33.7% |
| 5Y | +75.2% | -48.4% | +123.6% | +74.2% |
| All | +91.4% | +5.6% | +85.7% | +54.2% |
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