+1,577.1%
LRCX vs FSLY
+7.7%
+1,569.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -3.1% | +12.5% | -15.5% | -5.0% |
| 30D | -8.6% | -18.8% | +10.3% | -5.5% |
| 3M | -17.7% | +22.7% | -40.3% | -21.3% |
| 6M | +36.4% | -3.7% | +40.1% | +30.2% |
| YTD | +74.5% | +127.5% | -53.0% | +37.2% |
| 1Y | +159.4% | +193.5% | -34.1% | +90.8% |
| 3Y | +361.6% | -1.3% | +362.9% | +282.2% |
| 5Y | +425.2% | -47.3% | +472.6% | +327.0% |
| All | +1,577.1% | +7.7% | +1,569.4% | +889.0% |
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 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