-28.3%
FSLY vs LEN
+80.7%
-109.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.9% |
| 7D | +11.8% | -8.7% | +20.5% | +15.8% |
| 30D | -36.5% | +11.6% | -48.1% | -40.3% |
| 3M | -39.7% | -1.3% | -38.5% | -40.7% |
| 6M | -9.7% | -1.4% | -8.2% | -11.9% |
| YTD | +68.9% | -16.9% | +85.7% | +75.3% |
| 1Y | +44.5% | -31.2% | +75.6% | +63.5% |
| 3Y | +4.8% | -25.6% | +30.4% | +9.7% |
| 5Y | -66.0% | -13.3% | -52.8% | -67.9% |
| All | -28.3% | +80.7% | -109.1% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling