-40.3%
LULU vs FSLY
+210.9%
-251.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.1% |
| 7D | -1.6% | +12.5% | -14.1% | -1.8% |
| 30D | -18.1% | -18.8% | +0.7% | -18.0% |
| 3M | -18.8% | +22.7% | -41.4% | -19.3% |
| 6M | -39.2% | -3.7% | -35.5% | -39.6% |
| YTD | -52.4% | +127.5% | -179.9% | -51.9% |
| 1Y | -40.3% | +193.5% | -233.8% | -40.2% |
| All | -40.3% | +210.9% | -251.2% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling