-20.1%
LVS vs FSLY
+196.5%
-216.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.3% | +7.5% | -11.8% | -4.5% |
| 30D | -6.8% | -21.1% | +14.3% | -6.3% |
| 3M | -15.6% | +21.8% | -37.4% | -16.4% |
| 6M | -20.6% | -0.1% | -20.5% | -21.6% |
| YTD | -33.4% | +123.1% | -156.5% | -35.4% |
| 1Y | -20.1% | +208.6% | -228.7% | -24.8% |
| All | -20.1% | +196.5% | -216.6% | -24.8% |
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 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