+21.5%
LYV vs FSLY
+161.0%
-139.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +6.2% | -22.2% | +28.4% | +7.0% |
| 30D | +7.3% | -19.1% | +26.5% | +7.9% |
| 3M | -0.3% | -15.7% | +15.4% | -0.3% |
| 6M | +16.2% | -23.5% | +39.7% | +15.9% |
| YTD | +28.5% | +106.6% | -78.1% | +20.5% |
| 1Y | +21.5% | +164.3% | -142.7% | +10.3% |
| All | +21.5% | +161.0% | -139.5% | +10.3% |
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