-18.2%
LUV vs FSLY
+5.6%
-23.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.4% |
| 7D | +0.7% | +11.2% | -10.5% | -0.2% |
| 30D | -13.4% | -18.2% | +4.7% | -12.4% |
| 3M | -9.6% | +21.9% | -31.5% | -11.4% |
| 6M | -8.9% | +4.0% | -12.9% | -11.6% |
| YTD | -5.2% | +123.1% | -128.2% | -15.1% |
| 1Y | +27.0% | +196.9% | -169.8% | +9.7% |
| 3Y | +39.6% | -1.3% | +40.9% | +26.5% |
| 5Y | -14.4% | -50.2% | +35.8% | -25.2% |
| All | -18.2% | +5.6% | -23.8% | -38.2% |
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 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