-5.3%
FSLY vs LNT
+77.3%
-82.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +7.5% | -1.1% | +8.6% | +7.7% |
| 30D | -21.1% | -1.9% | -19.2% | -20.9% |
| 3M | +21.8% | -7.2% | +28.9% | +22.9% |
| 6M | -0.1% | -3.9% | +3.8% | +0.1% |
| YTD | +123.1% | +5.9% | +117.2% | +120.4% |
| 1Y | +208.6% | +8.4% | +200.2% | +203.5% |
| 3Y | -1.3% | +46.6% | -47.9% | -7.5% |
| 5Y | -48.4% | +32.4% | -80.8% | -51.4% |
| All | -5.3% | +77.3% | -82.6% | -2.3% |
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