-4.3%
FSLY vs LII
-8.7%
+4.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +3.9% |
| 7D | -31.4% | -0.6% | -30.8% | -31.1% |
| 30D | -37.3% | -4.6% | -32.7% | -36.4% |
| 3M | -30.1% | -21.2% | -8.9% | -23.3% |
| 6M | -49.8% | -36.4% | -13.4% | -39.9% |
| YTD | +55.7% | -28.9% | +84.6% | +69.9% |
| 1Y | +44.5% | -29.5% | +74.0% | +57.8% |
| 3Y | -4.3% | -8.6% | +4.2% | -14.5% |
| All | -4.3% | -8.7% | +4.4% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling