-12.3%
LUV vs FSLY
-47.3%
+35.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | -1.0% | +12.5% | -13.4% | -2.1% |
| 30D | -12.4% | -18.8% | +6.5% | -10.9% |
| 3M | -11.0% | +22.7% | -33.7% | -13.3% |
| 6M | -5.0% | -3.7% | -1.3% | -7.9% |
| YTD | -3.8% | +127.5% | -131.3% | -17.2% |
| 1Y | +25.9% | +193.5% | -167.6% | +3.1% |
| 3Y | +42.2% | -1.3% | +43.6% | +25.8% |
| All | -12.3% | -47.3% | +35.1% | -28.8% |
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