-17.0%
LUV vs FSLY
+7.7%
-24.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | -1.0% | +12.5% | -13.4% | -1.8% |
| 30D | -12.4% | -18.8% | +6.5% | -11.2% |
| 3M | -11.0% | +22.7% | -33.7% | -12.8% |
| 6M | -5.0% | -3.7% | -1.3% | -7.2% |
| YTD | -3.8% | +127.5% | -131.3% | -14.0% |
| 1Y | +25.9% | +193.5% | -167.6% | +8.9% |
| 3Y | +42.2% | -1.3% | +43.6% | +28.9% |
| 5Y | -10.8% | -47.3% | +36.6% | -22.3% |
| All | -17.0% | +7.7% | -24.7% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling