+50.3%
FSLY vs LEN
-30.4%
+80.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | +11.8% | -8.7% | +20.5% | +12.6% |
| 30D | -36.5% | +11.6% | -48.1% | -38.0% |
| 3M | -39.7% | -1.3% | -38.5% | -39.9% |
| 6M | -9.7% | -1.4% | -8.2% | -10.5% |
| YTD | +68.9% | -16.9% | +85.7% | +66.4% |
| All | +50.3% | -30.4% | +80.7% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling