-28.3%
FSLY vs LNT
+94.1%
-122.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +11.8% | -0.5% | +12.3% | +11.8% |
| 30D | -36.5% | +9.9% | -46.5% | -37.4% |
| 3M | -39.7% | +4.8% | -44.5% | -40.1% |
| 6M | -9.7% | +2.2% | -11.8% | -10.2% |
| YTD | +68.9% | +15.9% | +53.0% | +64.7% |
| 1Y | +44.5% | +10.6% | +33.9% | +41.8% |
| 3Y | +4.8% | +66.1% | -61.3% | -3.6% |
| 5Y | -66.0% | +55.6% | -121.6% | -68.7% |
| All | -28.3% | +94.1% | -122.4% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling