-3.5%
FSLY vs LUMN
-11.5%
+8.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | +12.5% | +2.5% | +10.0% | +12.0% |
| 30D | -18.8% | +10.3% | -29.2% | -20.3% |
| 3M | +22.7% | -18.3% | +40.9% | +26.6% |
| 6M | -3.7% | +4.4% | -8.1% | -3.4% |
| YTD | +127.5% | -10.7% | +138.2% | +132.3% |
| 1Y | +193.5% | +14.0% | +179.6% | +185.0% |
| 3Y | -1.3% | +406.6% | -407.9% | -35.3% |
| 5Y | -47.3% | -36.8% | -10.5% | -47.7% |
| All | -3.5% | -11.5% | +8.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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