+1,702.0%
LRCX vs FSLY
0.0%
+1,702.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.4% |
| 7D | +10.4% | +3.5% | +6.9% | +9.8% |
| 30D | +2.9% | -6.4% | +9.3% | +3.4% |
| 3M | -1.2% | +10.9% | -12.1% | -3.8% |
| 6M | +60.9% | +6.7% | +54.2% | +51.0% |
| YTD | +87.5% | +111.1% | -23.6% | +49.4% |
| 1Y | +206.6% | +185.8% | +20.9% | +126.4% |
| 3Y | +392.1% | -6.6% | +398.7% | +311.1% |
| 5Y | +478.4% | -52.4% | +530.8% | +378.4% |
| All | +1,702.0% | 0.0% | +1,702.0% | +976.7% |
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