+207.1%
LIN vs FSLY
-25.7%
+232.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.1% | -22.4% | +22.5% | +1.2% |
| 30D | +7.6% | -45.5% | +53.0% | +10.6% |
| 3M | +6.5% | -30.4% | +36.9% | +7.4% |
| 6M | +6.2% | -22.1% | +28.3% | +6.0% |
| YTD | +23.2% | +57.0% | -33.7% | +14.3% |
| 1Y | +25.4% | +38.2% | -12.8% | +17.2% |
| 3Y | +38.3% | -2.5% | +40.8% | +26.8% |
| 5Y | +64.4% | -68.8% | +133.3% | +54.4% |
| All | +207.1% | -25.7% | +232.8% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling