+173.8%
FSLY vs LII
-31.8%
+205.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | -10.6% | -0.7% | -9.9% | -10.5% |
| 30D | -20.9% | -12.6% | -8.3% | -18.5% |
| 3M | +3.4% | -24.4% | +27.9% | +8.4% |
| 6M | +2.7% | -28.7% | +31.4% | +8.6% |
| YTD | +102.3% | -19.1% | +121.4% | +105.0% |
| All | +173.8% | -31.8% | +205.6% | +204.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling