-17.0%
LVS vs FSLY
-4.2%
-12.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.5% | -10.6% | +9.1% | -0.4% |
| 30D | -3.2% | -20.9% | +17.7% | -1.6% |
| 3M | -12.0% | +3.4% | -15.4% | -13.3% |
| 6M | -19.9% | +2.7% | -22.6% | -23.4% |
| YTD | -30.6% | +102.3% | -132.9% | -40.0% |
| 1Y | -17.7% | +182.1% | -199.8% | -32.6% |
| 3Y | -14.2% | -14.6% | +0.3% | -23.5% |
| 5Y | +9.6% | -55.9% | +65.5% | -5.8% |
| All | -17.0% | -4.2% | -12.7% | -45.5% |
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