-42.8%
LULU vs FSLY
+7.7%
-50.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | -1.6% | +12.5% | -14.1% | -3.2% |
| 30D | -18.1% | -18.8% | +0.7% | -16.2% |
| 3M | -18.8% | +22.7% | -41.4% | -22.0% |
| 6M | -39.2% | -3.7% | -35.5% | -41.9% |
| YTD | -52.4% | +127.5% | -179.9% | -61.5% |
| 1Y | -40.3% | +193.5% | -233.8% | -54.7% |
| 3Y | -75.1% | -1.3% | -73.8% | -79.0% |
| 5Y | -76.7% | -47.3% | -29.4% | -80.7% |
| All | -42.8% | +7.7% | -50.5% | -66.0% |
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 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