-14.2%
FSLY vs LNT
+79.2%
-93.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -20.9% | -3.2% | -17.7% | -20.6% |
| 3M | +3.4% | -4.1% | +7.5% | +3.8% |
| 6M | +2.7% | -4.6% | +7.3% | +3.1% |
| YTD | +102.3% | +7.0% | +95.3% | +99.5% |
| 1Y | +182.1% | +8.3% | +173.8% | +177.5% |
| 3Y | -14.6% | +51.0% | -65.6% | -20.3% |
| 5Y | -55.9% | +30.2% | -86.1% | -58.3% |
| All | -14.2% | +79.2% | -93.4% | -11.5% |
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 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