+167.3%
LYV vs FSLY
+5.6%
+161.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +7.5% | -11.7% | -4.9% |
| 30D | -7.2% | -21.1% | +13.9% | -5.3% |
| 3M | +1.5% | +21.8% | -20.2% | -1.4% |
| 6M | +2.7% | -0.1% | +2.9% | -1.3% |
| YTD | +19.4% | +123.1% | -103.7% | +2.2% |
| 1Y | -0.5% | +208.6% | -209.0% | -19.1% |
| 3Y | +110.1% | -1.3% | +111.4% | +84.3% |
| 5Y | +97.6% | -48.4% | +145.9% | +68.2% |
| All | +167.3% | +5.6% | +161.7% | +73.2% |
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 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