+89.6%
LMT vs FSLY
-4.2%
+93.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -6.3% | -10.6% | +4.4% | -6.1% |
| 30D | -8.5% | -20.9% | +12.4% | -8.3% |
| 3M | +1.8% | +3.4% | -1.6% | +1.7% |
| 6M | -19.9% | +2.7% | -22.7% | -20.3% |
| YTD | +10.6% | +102.3% | -91.7% | +8.7% |
| 1Y | +17.9% | +182.1% | -164.1% | +15.2% |
| 3Y | +27.0% | -14.6% | +41.5% | +25.3% |
| 5Y | +68.7% | -55.9% | +124.6% | +68.3% |
| All | +89.6% | -4.2% | +93.9% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling