-14.2%
FSLY vs LEN
+79.6%
-93.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -10.6% | -3.2% | -7.4% | -9.3% |
| 30D | -20.9% | -4.9% | -16.0% | -19.3% |
| 3M | +3.4% | -8.5% | +11.9% | +6.5% |
| 6M | +2.7% | -20.7% | +23.4% | +12.9% |
| YTD | +102.3% | -17.4% | +119.7% | +114.9% |
| 1Y | +182.1% | -38.2% | +220.3% | +240.9% |
| 3Y | -14.6% | -24.9% | +10.3% | -9.1% |
| 5Y | -55.9% | -11.4% | -44.5% | -57.6% |
| All | -14.2% | +79.6% | -93.7% | -26.6% |
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