-8.4%
FSLY vs LNT
+49.9%
-58.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.2% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | -6.4% | -1.1% | -5.3% | -6.3% |
| 3M | +10.9% | -3.6% | +14.5% | +11.3% |
| 6M | +6.7% | -2.7% | +9.4% | +6.5% |
| YTD | +111.1% | +8.0% | +103.1% | +105.4% |
| 1Y | +185.8% | +10.5% | +175.3% | +176.1% |
| All | -8.4% | +49.9% | -58.3% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling