+361.6%
LRCX vs FSLY
+1.6%
+360.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -3.1% | +12.5% | -15.5% | -4.6% |
| 30D | -8.6% | -18.8% | +10.3% | -6.2% |
| 3M | -17.7% | +22.7% | -40.3% | -20.4% |
| 6M | +36.4% | -3.7% | +40.1% | +31.8% |
| YTD | +74.5% | +127.5% | -53.0% | +46.8% |
| 1Y | +159.4% | +193.5% | -34.1% | +105.0% |
| 3Y | +361.6% | -1.3% | +362.9% | +293.2% |
| All | +361.6% | +1.6% | +360.0% | +293.2% |
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 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