+208.0%
LIN vs FSLY
-24.5%
+232.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +2.0% | -22.9% | +24.9% | +3.2% |
| 30D | +7.9% | -44.6% | +52.4% | +10.8% |
| 3M | +6.3% | -41.5% | +47.8% | +8.4% |
| 6M | +6.5% | -20.8% | +27.3% | +6.2% |
| YTD | +23.6% | +59.5% | -36.0% | +14.5% |
| 1Y | +25.7% | +36.1% | -10.4% | +17.6% |
| 3Y | +35.6% | -1.0% | +36.6% | +24.2% |
| 5Y | +65.9% | -66.9% | +132.8% | +55.2% |
| All | +208.0% | -24.5% | +232.5% | +135.1% |
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