+424.9%
LRCX vs FSLY
-50.4%
+475.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.8% | +7.5% | -5.7% | +0.5% |
| 30D | -4.3% | -21.1% | +16.8% | -0.6% |
| 3M | -7.3% | +21.8% | -29.1% | -11.3% |
| 6M | +38.6% | -0.1% | +38.7% | +31.1% |
| YTD | +74.4% | +123.1% | -48.7% | +36.2% |
| 1Y | +179.1% | +208.6% | -29.4% | +98.9% |
| 3Y | +357.7% | -1.3% | +358.9% | +277.5% |
| 5Y | +424.9% | -48.4% | +473.2% | +282.6% |
| All | +424.9% | -50.4% | +475.3% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling