-2.2%
LYV vs FSLY
+210.9%
-213.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | 0.0% |
| 7D | -1.9% | +12.5% | -14.4% | -2.4% |
| 30D | -8.2% | -18.8% | +10.6% | -7.5% |
| 3M | -1.3% | +22.7% | -23.9% | -2.4% |
| 6M | +2.6% | -3.7% | +6.3% | +1.2% |
| YTD | +19.4% | +127.5% | -108.1% | +12.1% |
| 1Y | -2.2% | +193.5% | -195.8% | -9.2% |
| All | -2.2% | +210.9% | -213.1% | -9.2% |
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 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