+5.7%
LVS vs FSLY
-49.3%
+55.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.1% |
| 7D | -2.7% | +11.2% | -13.9% | -3.9% |
| 30D | -4.7% | -18.2% | +13.5% | -2.9% |
| 3M | -15.6% | +21.9% | -37.5% | -18.6% |
| 6M | -18.6% | +4.0% | -22.7% | -22.9% |
| YTD | -32.3% | +123.1% | -155.3% | -44.0% |
| 1Y | -18.0% | +196.9% | -214.9% | -36.3% |
| 3Y | -5.8% | -1.3% | -4.6% | -18.9% |
| 5Y | +5.7% | -50.2% | +56.0% | -15.2% |
| All | +5.7% | -49.3% | +55.1% | -15.2% |
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 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