-30.7%
FSLY vs LNT
+95.1%
-125.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +4.9% | +1.0% | +3.8% | +4.7% |
| 30D | -33.5% | +9.6% | -43.1% | -34.3% |
| 3M | -44.6% | +5.4% | -50.0% | -45.0% |
| 6M | -9.2% | +3.1% | -12.3% | -9.8% |
| YTD | +63.3% | +16.5% | +46.8% | +59.2% |
| 1Y | +45.3% | +12.3% | +33.0% | +42.3% |
| 3Y | +3.7% | +70.3% | -66.6% | -5.0% |
| 5Y | -67.2% | +56.4% | -123.6% | -69.8% |
| All | -30.7% | +95.1% | -125.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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