-3.2%
FSLY vs LEN
-26.2%
+23.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | +11.2% | -3.4% | +14.5% | +12.5% |
| 30D | -18.2% | -5.7% | -12.5% | -16.5% |
| 3M | +21.9% | -12.2% | +34.1% | +27.0% |
| 6M | +4.0% | -18.3% | +22.3% | +11.4% |
| YTD | +123.1% | -20.2% | +143.3% | +136.4% |
| 1Y | +196.9% | -40.1% | +236.9% | +259.1% |
| All | -3.2% | -26.2% | +23.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling