+36.7%
LIN vs FSLY
+2.5%
+34.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.7% |
| 7D | +2.1% | +4.9% | -2.8% | +2.0% |
| 30D | +6.8% | -33.5% | +40.3% | +7.4% |
| 3M | +10.4% | -44.6% | +55.0% | +11.3% |
| 6M | +3.2% | -9.2% | +12.4% | +2.6% |
| YTD | +24.6% | +63.3% | -38.7% | +20.2% |
| 1Y | +24.4% | +45.3% | -20.9% | +20.5% |
| 3Y | +36.7% | +3.7% | +33.0% | +27.9% |
| All | +36.7% | +2.5% | +34.2% | +27.9% |
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