-52.4%
FSLY vs LEN
-12.1%
-40.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.8% | +8.2% | +6.7% |
| 7D | +3.5% | -2.9% | +6.3% | +5.2% |
| 30D | -6.4% | -8.9% | +2.5% | -1.5% |
| 3M | +10.9% | -10.9% | +21.8% | +17.0% |
| 6M | +6.7% | -19.7% | +26.4% | +20.7% |
| YTD | +111.1% | -20.6% | +131.7% | +133.6% |
| 1Y | +185.8% | -42.4% | +228.2% | +294.3% |
| 3Y | -6.6% | -26.5% | +20.0% | -7.1% |
| 5Y | -52.4% | -10.9% | -41.4% | -66.1% |
| All | -52.4% | -12.1% | -40.3% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling