-28.3%
FSLY vs LII
+39.7%
-68.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +11.8% | -0.2% | +12.0% | +11.9% |
| 30D | -36.5% | -0.6% | -36.0% | -36.8% |
| 3M | -39.7% | -17.0% | -22.8% | -33.4% |
| 6M | -9.7% | -31.1% | +21.5% | +8.1% |
| YTD | +68.9% | -27.7% | +96.5% | +90.6% |
| 1Y | +44.5% | -26.2% | +70.6% | +60.1% |
| 3Y | +4.8% | -9.6% | +14.4% | -3.9% |
| 5Y | -66.0% | +15.7% | -81.7% | -75.4% |
| All | -28.3% | +39.7% | -68.0% | -48.3% |
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