-32.3%
FSLY vs LII
+39.6%
-71.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.9% |
| 7D | -22.9% | +0.4% | -23.3% | -22.8% |
| 30D | -44.6% | -2.4% | -42.2% | -44.2% |
| 3M | -41.5% | -17.5% | -24.0% | -35.0% |
| 6M | -20.8% | -32.8% | +12.0% | -3.7% |
| YTD | +59.5% | -27.7% | +87.2% | +80.1% |
| 1Y | +36.1% | -28.1% | +64.2% | +53.6% |
| 3Y | -1.0% | -9.7% | +8.7% | -9.2% |
| 5Y | -66.9% | +19.5% | -86.4% | -76.4% |
| All | -32.3% | +39.6% | -71.9% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling