+30.0%
LIN vs FSLY
-13.5%
+43.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.9% |
| 7D | -2.1% | -10.6% | +8.5% | -1.9% |
| 30D | -2.4% | -20.9% | +18.5% | -2.0% |
| 3M | -5.6% | +3.4% | -9.0% | -5.9% |
| 6M | -3.4% | +2.7% | -6.1% | -4.5% |
| YTD | +13.1% | +102.3% | -89.2% | +8.7% |
| 1Y | +2.5% | +182.1% | -179.6% | -3.5% |
| All | +30.0% | -13.5% | +43.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling