+208.4%
LIN vs FSLY
-20.0%
+228.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.2% | +11.8% | -11.5% | -0.4% |
| 30D | +6.2% | -36.5% | +42.7% | +8.3% |
| 3M | +9.3% | -39.7% | +49.1% | +11.3% |
| 6M | +4.4% | -9.7% | +14.0% | +3.3% |
| YTD | +23.7% | +68.9% | -45.1% | +14.3% |
| 1Y | +23.5% | +44.5% | -21.0% | +15.1% |
| 3Y | +35.8% | +4.8% | +31.0% | +24.0% |
| 5Y | +65.9% | -66.0% | +131.9% | +55.1% |
| All | +208.4% | -20.0% | +228.5% | +134.7% |
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