+4.9%
LIN vs FSLY
-47.2%
+52.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -26.9% | +26.2% | -1.0% |
| 7D | +3.6% | -40.0% | +43.6% | +3.0% |
| 30D | +6.4% | -39.7% | +46.1% | +5.8% |
| 3M | +6.5% | -40.9% | +47.4% | +5.9% |
| 6M | +4.9% | -52.5% | +57.3% | +5.7% |
| All | +4.9% | -47.2% | +52.0% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling