-71.5%
LYFT vs FSLY
+7.7%
-79.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | -8.4% | +12.5% | -20.9% | -10.7% |
| 30D | -7.6% | -18.8% | +11.2% | -4.5% |
| 3M | +11.7% | +22.7% | -10.9% | +5.0% |
| 6M | +15.1% | -3.7% | +18.8% | +7.0% |
| YTD | -20.9% | +127.5% | -148.4% | -43.6% |
| 1Y | -16.4% | +193.5% | -209.9% | -45.1% |
| 3Y | +35.2% | -1.3% | +36.5% | +3.7% |
| 5Y | -69.4% | -47.3% | -22.0% | -76.7% |
| All | -71.5% | +7.7% | -79.2% | -86.8% |
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 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