+17.2%
LMT vs FSLY
+196.5%
-179.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.7% |
| 3M | +1.6% | +21.8% | -20.2% | +1.5% |
| 6M | -17.6% | -0.1% | -17.4% | -17.5% |
| YTD | +11.6% | +123.1% | -111.5% | +11.1% |
| 1Y | +17.2% | +208.6% | -191.3% | +16.4% |
| All | +17.2% | +196.5% | -179.2% | +16.4% |
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 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