-50.2%
FSLY vs LNT
+31.1%
-81.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.8% |
| 7D | +11.2% | +0.2% | +11.0% | +11.1% |
| 30D | -18.2% | -0.5% | -17.6% | -18.2% |
| 3M | +21.9% | -5.5% | +27.4% | +22.6% |
| 6M | +4.0% | -3.8% | +7.8% | +4.1% |
| YTD | +123.1% | +6.8% | +116.3% | +120.2% |
| 1Y | +196.9% | +9.3% | +187.6% | +192.0% |
| 3Y | -1.3% | +47.9% | -49.2% | -6.3% |
| 5Y | -50.2% | +31.6% | -81.8% | -54.7% |
| All | -50.2% | +31.1% | -81.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling