+5.0%
LVS vs FSLY
-67.3%
+72.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.0% |
| 7D | -0.8% | +4.9% | -5.7% | -1.4% |
| 30D | +10.0% | -33.5% | +43.5% | +13.8% |
| 3M | -11.0% | -44.6% | +33.6% | -7.0% |
| 6M | -20.1% | -9.2% | -10.9% | -22.2% |
| YTD | -36.3% | +63.3% | -99.6% | -46.6% |
| 1Y | -36.8% | +45.3% | -82.1% | -46.2% |
| 3Y | -9.5% | +3.7% | -13.3% | -26.3% |
| All | +5.0% | -67.3% | +72.2% | +3.7% |
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