-14.2%
FSLY vs LII
+56.1%
-70.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.2% |
| 7D | -10.6% | -0.7% | -9.9% | -10.2% |
| 30D | -20.9% | -12.6% | -8.3% | -14.3% |
| 3M | +3.4% | -24.4% | +27.9% | +18.3% |
| 6M | +2.7% | -28.7% | +31.4% | +21.3% |
| YTD | +102.3% | -19.1% | +121.4% | +116.0% |
| 1Y | +182.1% | -29.7% | +211.8% | +229.9% |
| 3Y | -14.6% | +4.8% | -19.3% | -27.9% |
| 5Y | -55.9% | +24.6% | -80.5% | -69.4% |
| All | -14.2% | +56.1% | -70.3% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling