-9.2%
FSLY vs LNT
+3.5%
-12.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -2.6% |
| 7D | +4.9% | +1.0% | +3.8% | +6.3% |
| 30D | -33.5% | +9.6% | -43.1% | -23.8% |
| 3M | -44.6% | +5.4% | -50.0% | -38.9% |
| 6M | -9.2% | +3.1% | -12.3% | +2.6% |
| All | -9.2% | +3.5% | -12.7% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling