-5.3%
FSLY vs LEN
+67.4%
-72.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.5% |
| 7D | +7.5% | -7.8% | +15.3% | +11.2% |
| 30D | -21.1% | -11.0% | -10.1% | -17.2% |
| 3M | +21.8% | -12.8% | +34.6% | +27.9% |
| 6M | -0.1% | -20.2% | +20.1% | +9.4% |
| YTD | +123.1% | -23.0% | +146.1% | +144.0% |
| 1Y | +208.6% | -41.8% | +250.4% | +282.3% |
| 3Y | -1.3% | -28.8% | +27.5% | +7.4% |
| 5Y | -48.4% | -12.6% | -35.8% | -49.7% |
| All | -5.3% | +67.4% | -72.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling